+143.7%
PEG vs TSN
-5.9%
+149.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -0.9% | +1.4% | -2.3% | -1.2% |
| 30D | -2.8% | -6.2% | +3.4% | -1.4% |
| 3M | -6.9% | -5.7% | -1.3% | -5.9% |
| 6M | -11.4% | -11.4% | 0.0% | -9.2% |
| YTD | -7.4% | -8.2% | +0.8% | -6.1% |
| 1Y | -8.3% | -2.0% | -6.3% | -8.7% |
| 3Y | +31.5% | +11.9% | +19.7% | +24.8% |
| 5Y | +38.0% | -17.8% | +55.7% | +40.1% |
| All | +143.7% | -5.9% | +149.6% | +126.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling