+69.6%
PBR vs TSN
-5.8%
+75.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | +8.6% | -6.3% | +14.9% | +9.6% |
| 30D | +12.8% | -10.8% | +23.6% | +14.6% |
| 3M | +14.7% | -8.8% | +23.4% | +15.7% |
| 6M | +25.2% | -16.8% | +42.0% | +28.3% |
| YTD | +77.1% | -10.0% | +87.1% | +77.6% |
| 1Y | +69.6% | -5.3% | +74.8% | +66.0% |
| All | +69.6% | -5.8% | +75.4% | +66.0% |
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