+826.4%
PM vs TSN
+446.7%
+379.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -6.6% | +5.8% | -12.5% | -8.0% |
| 30D | -3.4% | +12.8% | -16.3% | -6.4% |
| 3M | +5.3% | +6.5% | -1.1% | +3.5% |
| 6M | +15.5% | -10.3% | +25.8% | +18.3% |
| YTD | +24.3% | +5.5% | +18.7% | +22.0% |
| 1Y | +29.7% | +15.8% | +13.9% | +24.1% |
| 3Y | +144.9% | +42.5% | +102.4% | +120.4% |
| 5Y | +159.0% | -14.3% | +173.4% | +161.4% |
| 10Y | +250.9% | +18.2% | +232.7% | +214.0% |
| All | +826.4% | +446.7% | +379.8% | +421.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling