+1,632.9%
PBR vs TSN
+756.3%
+876.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.9% | +2.9% |
| 7D | +2.5% | -5.0% | +7.5% | +4.5% |
| 30D | +19.4% | -9.1% | +28.5% | +23.7% |
| 3M | +20.8% | -7.4% | +28.2% | +23.7% |
| 6M | +23.5% | -13.4% | +36.9% | +29.2% |
| YTD | +83.4% | -8.5% | +91.9% | +87.6% |
| 1Y | +77.6% | -3.2% | +80.7% | +77.0% |
| 3Y | +99.9% | +11.5% | +88.4% | +84.9% |
| 5Y | +567.7% | -19.5% | +587.2% | +583.4% |
| 10Y | +621.5% | -9.1% | +630.6% | +580.8% |
| All | +1,632.9% | +756.3% | +876.6% | +545.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling