+3,908.7%
PG vs TSN
+910.5%
+2,998.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -2.7% | +1.4% | -4.0% | -2.9% |
| 30D | -1.5% | -6.2% | +4.6% | -0.7% |
| 3M | -3.4% | -5.7% | +2.3% | -2.6% |
| 6M | -7.0% | -11.4% | +4.4% | -5.5% |
| YTD | +2.0% | -8.2% | +10.2% | +3.0% |
| 1Y | -6.5% | -2.0% | -4.5% | -6.6% |
| 3Y | +1.2% | +11.9% | -10.7% | -1.3% |
| 5Y | +12.8% | -17.8% | +30.6% | +14.3% |
| 10Y | +117.7% | -5.7% | +123.4% | +110.4% |
| All | +3,908.7% | +910.5% | +2,998.2% | +2,037.3% |
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