+119.0%
PAAS vs TSN
-22.4%
+141.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -2.9% | -6.3% | +3.4% | -1.5% |
| 30D | +6.8% | -10.8% | +17.6% | +9.6% |
| 3M | -2.9% | -8.8% | +5.9% | -1.2% |
| 6M | -16.4% | -16.8% | +0.4% | -13.1% |
| YTD | 0.0% | -10.0% | +10.0% | +1.8% |
| 1Y | +54.3% | -5.3% | +59.6% | +54.8% |
| 3Y | +230.7% | +8.5% | +222.2% | +210.5% |
| All | +119.0% | -22.4% | +141.4% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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