+54.2%
PPL vs TSN
-12.9%
+67.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +2.7% | -6.3% | +9.0% | +4.3% |
| 30D | +0.5% | -10.8% | +11.3% | +3.4% |
| 3M | +0.7% | -8.8% | +9.4% | +2.8% |
| 6M | -7.6% | -16.8% | +9.2% | -3.5% |
| YTD | +1.8% | -10.0% | +11.8% | +3.9% |
| 1Y | -0.8% | -5.3% | +4.5% | -0.3% |
| 3Y | +56.9% | +8.5% | +48.3% | +50.2% |
| 5Y | +39.5% | -22.9% | +62.4% | +44.6% |
| All | +54.2% | -12.9% | +67.0% | +51.9% |
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