+253.8%
PH vs TSN
-20.8%
+274.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | +0.4% | -5.0% | +5.4% | +1.5% |
| 30D | -10.8% | -9.1% | -1.7% | -9.0% |
| 3M | +8.5% | -7.4% | +15.9% | +9.9% |
| 6M | +3.9% | -13.4% | +17.3% | +6.6% |
| YTD | +9.4% | -8.5% | +17.9% | +10.5% |
| 1Y | +26.8% | -3.2% | +30.0% | +25.7% |
| 3Y | +140.8% | +11.5% | +129.3% | +123.2% |
| 5Y | +253.8% | -19.5% | +273.3% | +271.6% |
| All | +253.8% | -20.8% | +274.6% | +271.6% |
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