+21.1%
PL vs TSN
-14.6%
+35.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.7% | +11.1% | +10.5% |
| 7D | -6.8% | +4.6% | -11.5% | -7.9% |
| 30D | -29.3% | +15.4% | -44.7% | -32.0% |
| 3M | -44.8% | +2.9% | -47.7% | -45.3% |
| 6M | -68.4% | -10.8% | -57.6% | -67.5% |
| YTD | -36.4% | +4.5% | -40.8% | -37.8% |
| 1Y | +0.7% | +19.5% | -18.8% | -5.4% |
| 3Y | +455.3% | +42.2% | +413.1% | +372.5% |
| All | +21.1% | -14.6% | +35.7% | +29.6% |
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