+35.6%
PEG vs TSN
-20.2%
+55.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -0.1% | -7.3% | +7.2% | +1.4% |
| 30D | -1.7% | -8.6% | +6.9% | -0.1% |
| 3M | -6.8% | -7.5% | +0.7% | -5.5% |
| 6M | -11.4% | -14.1% | +2.8% | -8.9% |
| YTD | -7.2% | -9.4% | +2.2% | -5.9% |
| 1Y | -6.1% | -4.1% | -2.0% | -6.1% |
| 3Y | +31.8% | +10.3% | +21.4% | +25.1% |
| 5Y | +35.6% | -19.7% | +55.3% | +36.4% |
| All | +35.6% | -20.2% | +55.8% | +36.4% |
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 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