+24,016.6%
PH vs TSN
+1,053.2%
+22,963.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +6.9% | -0.3% | +7.2% | +7.0% |
| 30D | +1.7% | +11.8% | -10.1% | -1.2% |
| 3M | -8.1% | +7.1% | -15.2% | -10.0% |
| 6M | +11.5% | -9.2% | +20.6% | +13.3% |
| YTD | +11.4% | +4.8% | +6.6% | +8.9% |
| 1Y | +14.1% | +11.6% | +2.5% | +9.8% |
| 3Y | +138.2% | +41.5% | +96.7% | +113.8% |
| 5Y | +216.0% | -15.5% | +231.5% | +218.9% |
| 10Y | +710.0% | +16.9% | +693.1% | +643.1% |
| All | +24,016.6% | +1,053.2% | +22,963.4% | +10,539.8% |
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