+74.7%
PBR vs TSN
-1.7%
+76.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | +5.4% | +3.0% | +2.3% | +4.9% |
| 30D | +22.9% | -4.2% | +27.1% | +23.6% |
| 3M | +19.6% | -3.9% | +23.5% | +19.7% |
| 6M | +16.5% | -9.8% | +26.3% | +17.6% |
| YTD | +86.7% | -7.3% | +93.9% | +86.1% |
| 1Y | +74.7% | -2.2% | +76.9% | +71.7% |
| All | +74.7% | -1.7% | +76.4% | +71.7% |
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