+142.5%
PH vs TSN
+10.8%
+131.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -3.1% | -6.3% | +3.3% | -2.5% |
| 30D | -3.2% | -10.8% | +7.6% | -2.1% |
| 3M | +10.6% | -8.8% | +19.3% | +11.4% |
| 6M | -2.1% | -16.8% | +14.7% | -0.3% |
| YTD | +10.2% | -10.0% | +20.2% | +10.8% |
| 1Y | +28.2% | -5.3% | +33.5% | +27.8% |
| All | +142.5% | +10.8% | +131.7% | +116.9% |
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