+516.5%
PL vs TSN
+41.9%
+474.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +10.0% | -1.4% | +11.5% | +10.2% |
| 30D | -2.3% | +8.5% | -10.7% | -3.5% |
| 3M | -44.2% | +5.3% | -49.5% | -44.6% |
| 6M | -66.1% | -10.5% | -55.6% | -65.3% |
| YTD | -30.0% | +3.0% | -32.9% | -30.6% |
| 1Y | +21.0% | +12.1% | +8.9% | +18.1% |
| 3Y | +516.5% | +43.1% | +473.4% | +326.3% |
| All | +516.5% | +41.9% | +474.6% | +326.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling