+39.5%
PL vs TSN
-13.7%
+53.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +5.6% | +5.8% | -0.2% | +4.1% |
| 30D | -16.9% | +12.8% | -29.8% | -19.6% |
| 3M | -38.2% | +6.5% | -44.7% | -39.3% |
| 6M | -63.4% | -10.3% | -53.2% | -62.5% |
| YTD | -27.6% | +5.5% | -33.2% | -29.5% |
| 1Y | +6.6% | +15.8% | -9.2% | +1.1% |
| 3Y | +557.6% | +42.5% | +515.1% | +459.3% |
| 5Y | +39.5% | -14.3% | +53.8% | +48.8% |
| All | +39.5% | -13.7% | +53.2% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling