+572.2%
PBR vs TSN
-18.6%
+590.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.9% |
| 7D | +4.2% | +1.4% | +2.9% | +4.0% |
| 30D | +22.7% | -6.2% | +28.9% | +24.2% |
| 3M | +21.5% | -5.7% | +27.2% | +22.5% |
| 6M | +24.0% | -11.4% | +35.4% | +26.3% |
| YTD | +88.2% | -8.2% | +96.4% | +90.3% |
| 1Y | +74.8% | -2.0% | +76.8% | +74.1% |
| 3Y | +105.1% | +11.9% | +93.3% | +97.9% |
| 5Y | +572.2% | -17.8% | +590.0% | +548.2% |
| All | +572.2% | -18.6% | +590.9% | +548.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling