-69.4%
PL vs TSN
-11.4%
-58.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.1% | -10.3% | -10.1% |
| 7D | -20.5% | +6.9% | -27.4% | -18.5% |
| 30D | -38.8% | +15.7% | -54.4% | -36.0% |
| 3M | -49.1% | +4.3% | -53.4% | -49.1% |
| 6M | -69.4% | -10.6% | -58.8% | -63.6% |
| All | -69.4% | -11.4% | -58.0% | -63.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling