+39.5%
PL vs TSN
-11.6%
+51.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +10.0% | -1.4% | +11.5% | +10.4% |
| 30D | -2.3% | +8.5% | -10.7% | -4.3% |
| 3M | -44.2% | +5.3% | -49.5% | -45.0% |
| 6M | -66.1% | -10.5% | -55.6% | -65.3% |
| YTD | -30.0% | +3.0% | -32.9% | -31.2% |
| 1Y | +21.0% | +12.1% | +8.9% | +16.3% |
| 3Y | +516.5% | +43.1% | +473.4% | +432.5% |
| 5Y | +32.0% | -15.1% | +47.1% | +37.1% |
| All | +39.5% | -11.6% | +51.0% | +44.2% |
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