+146.0%
PM vs TSN
+42.3%
+103.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -5.2% | +4.6% | -9.9% | -6.2% |
| 30D | +2.7% | +15.4% | -12.7% | -0.7% |
| 3M | +6.1% | +2.9% | +3.2% | +5.2% |
| 6M | +18.0% | -10.8% | +28.8% | +20.3% |
| YTD | +26.6% | +4.5% | +22.1% | +24.5% |
| 1Y | +36.7% | +19.5% | +17.2% | +30.5% |
| 3Y | +146.0% | +42.2% | +103.8% | +132.4% |
| All | +146.0% | +42.3% | +103.7% | +132.4% |
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