-21.9%
PINS vs TSN
+1.3%
-23.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -6.2% | +4.9% | -11.0% | -7.3% |
| 30D | -10.9% | +12.1% | -23.0% | -13.6% |
| 3M | -19.5% | +4.1% | -23.6% | -20.4% |
| 6M | -10.4% | -10.9% | +0.5% | -8.0% |
| YTD | -26.4% | +4.8% | -31.2% | -28.1% |
| 1Y | -29.6% | +17.6% | -47.3% | -33.7% |
| 3Y | -39.0% | +43.2% | -82.2% | -47.9% |
| 5Y | -59.1% | -13.9% | -45.3% | -58.8% |
| All | -21.9% | +1.3% | -23.2% | -39.3% |
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