+66.4%
PBR vs TSN
+41.9%
+24.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.5% |
| 7D | -1.0% | -1.4% | +0.4% | -0.8% |
| 30D | -29.3% | +8.5% | -37.8% | -30.4% |
| 3M | +5.5% | +5.3% | +0.2% | +4.3% |
| 6M | -2.9% | -10.5% | +7.6% | -0.9% |
| YTD | +61.5% | +3.0% | +58.5% | +59.2% |
| 1Y | +46.9% | +12.1% | +34.7% | +42.0% |
| 3Y | +66.4% | +43.1% | +23.3% | +54.1% |
| All | +66.4% | +41.9% | +24.5% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling