+72.9%
PBR vs TSN
+19.9%
+53.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.4% | -12.4% | -7.6% |
| 7D | -11.0% | +8.4% | -19.4% | -12.1% |
| 30D | -18.8% | +16.1% | -34.9% | -20.6% |
| 3M | +7.8% | +3.2% | +4.7% | +7.0% |
| 6M | -7.6% | -11.1% | +3.5% | -5.1% |
| YTD | +72.7% | +5.1% | +67.6% | +68.5% |
| 1Y | +72.9% | +19.4% | +53.5% | +61.7% |
| All | +72.9% | +19.9% | +53.0% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling