+695.9%
PH vs TSN
+14.5%
+681.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +4.3% | -1.4% | +5.8% | +4.9% |
| 30D | +0.1% | +8.5% | -8.3% | -2.9% |
| 3M | -9.4% | +5.3% | -14.7% | -11.5% |
| 6M | +8.8% | -10.5% | +19.2% | +12.1% |
| YTD | +9.6% | +3.0% | +6.7% | +6.5% |
| 1Y | +14.4% | +12.1% | +2.3% | +7.5% |
| 3Y | +134.5% | +43.1% | +91.4% | +94.2% |
| 5Y | +204.4% | -15.1% | +219.5% | +209.4% |
| All | +695.9% | +14.5% | +681.4% | +591.3% |
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 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