+22,650.5%
PH vs TSN
+1,049.6%
+21,600.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | +2.0% | +4.6% | -2.6% | +0.8% |
| 30D | -3.7% | +15.4% | -19.1% | -7.1% |
| 3M | -14.0% | +2.9% | -16.9% | -14.9% |
| 6M | +2.1% | -10.8% | +12.9% | +4.2% |
| YTD | +5.1% | +4.5% | +0.6% | +2.9% |
| 1Y | +10.9% | +19.5% | -8.6% | +5.0% |
| 3Y | +132.9% | +42.2% | +90.7% | +108.8% |
| 5Y | +200.1% | -14.2% | +214.3% | +201.6% |
| 10Y | +783.8% | +15.4% | +768.4% | +712.5% |
| All | +22,650.5% | +1,049.6% | +21,600.9% | +9,944.5% |
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