+36.5%
PEG vs TSN
+41.9%
-5.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.6% |
| 7D | +4.5% | -1.4% | +5.9% | +4.7% |
| 30D | +7.5% | +8.5% | -0.9% | +6.2% |
| 3M | +0.8% | +5.3% | -4.4% | -0.1% |
| 6M | 0.0% | -10.5% | +10.5% | +1.4% |
| YTD | -3.0% | +3.0% | -6.0% | -3.8% |
| 1Y | -4.7% | +12.1% | -16.9% | -6.7% |
| 3Y | +36.5% | +43.1% | -6.6% | +18.6% |
| All | +36.5% | +41.9% | -5.4% | +18.6% |
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 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