+64.4%
PPL vs TSN
+13.2%
+51.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.2% | +4.9% | -6.1% | -2.5% |
| 30D | +4.2% | +12.1% | -7.8% | +1.1% |
| 3M | +1.5% | +4.1% | -2.6% | +0.2% |
| 6M | +1.0% | -10.9% | +11.9% | +3.8% |
| YTD | +4.4% | +4.8% | -0.4% | +2.3% |
| 1Y | +0.8% | +17.6% | -16.9% | -4.5% |
| 3Y | +56.5% | +43.2% | +13.3% | +39.0% |
| 5Y | +47.7% | -13.9% | +61.6% | +48.6% |
| 10Y | +64.4% | +11.8% | +52.6% | +49.5% |
| All | +64.4% | +13.2% | +51.2% | +49.5% |
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