+70.8%
PAAS vs TSN
-14.6%
+85.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +8.4% | +4.6% | +3.8% | +7.3% |
| 30D | -7.2% | +15.4% | -22.6% | -10.4% |
| 3M | -14.0% | +2.9% | -16.9% | -14.8% |
| 6M | -26.8% | -10.8% | -16.0% | -24.7% |
| YTD | -19.8% | +4.5% | -24.3% | -21.3% |
| 1Y | +22.8% | +19.5% | +3.3% | +16.4% |
| 3Y | +183.6% | +42.2% | +141.4% | +147.0% |
| All | +70.8% | -14.6% | +85.4% | +74.3% |
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