+662.0%
PBR vs TSN
-4.9%
+667.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.2% |
| 7D | +5.4% | +3.0% | +2.3% | +4.1% |
| 30D | +22.9% | -4.2% | +27.1% | +24.9% |
| 3M | +19.6% | -3.9% | +23.5% | +20.8% |
| 6M | +16.5% | -9.8% | +26.3% | +20.2% |
| YTD | +86.7% | -7.3% | +93.9% | +89.9% |
| 1Y | +74.7% | -2.2% | +76.9% | +73.1% |
| 3Y | +102.6% | +11.9% | +90.7% | +84.4% |
| 5Y | +566.6% | -16.9% | +583.5% | +572.4% |
| All | +662.0% | -4.9% | +667.0% | +556.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling