+19.7%
PBR vs TSN
-12.4%
+32.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.9% | +3.3% |
| 7D | +2.5% | -5.0% | +7.5% | +3.0% |
| 30D | +19.4% | -9.1% | +28.5% | +20.3% |
| 3M | +20.8% | -7.4% | +28.2% | +21.2% |
| All | +19.7% | -12.4% | +32.1% | +19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling