+2,856.5%
PEG vs TSN
+890.5%
+1,966.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | +0.7% | -6.3% | +7.0% | +1.7% |
| 30D | -2.4% | -10.8% | +8.4% | -0.6% |
| 3M | -4.8% | -8.8% | +4.0% | -3.5% |
| 6M | -10.7% | -16.8% | +6.1% | -8.2% |
| YTD | -6.7% | -10.0% | +3.3% | -5.4% |
| 1Y | -6.8% | -5.3% | -1.6% | -6.5% |
| 3Y | +34.5% | +8.5% | +26.0% | +30.9% |
| 5Y | +35.8% | -22.9% | +58.7% | +38.9% |
| 10Y | +141.7% | -12.6% | +154.4% | +136.0% |
| All | +2,856.5% | +890.5% | +1,966.1% | +1,628.8% |
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