+272.5%
PM vs TSN
+14.5%
+258.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +0.5% | -1.4% | +2.0% | +0.9% |
| 30D | -3.2% | +8.5% | -11.7% | -5.4% |
| 3M | +6.2% | +5.3% | +0.9% | +4.6% |
| 6M | +7.7% | -10.5% | +18.2% | +10.6% |
| YTD | +27.3% | +3.0% | +24.3% | +25.5% |
| 1Y | +32.8% | +12.1% | +20.6% | +27.7% |
| 3Y | +150.0% | +43.1% | +106.9% | +122.0% |
| 5Y | +164.2% | -15.1% | +179.3% | +168.0% |
| All | +272.5% | +14.5% | +258.0% | +232.7% |
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