-17.8%
TSN vs BWA
+86.5%
-104.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +1.4% | -0.1% | +1.4% | +1.3% |
| 30D | -6.2% | -5.5% | -0.7% | -5.5% |
| 3M | -5.7% | -7.6% | +1.9% | -4.8% |
| 6M | -11.4% | +25.0% | -36.3% | -15.5% |
| YTD | -8.2% | +47.0% | -55.1% | -15.9% |
| 1Y | -2.0% | +54.0% | -56.0% | -11.2% |
| 3Y | +11.9% | +70.7% | -58.8% | -2.3% |
| 5Y | -17.8% | +86.7% | -104.4% | -30.6% |
| All | -17.8% | +86.5% | -104.3% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling