+39.4%
PPL vs TSN
-22.4%
+61.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +2.7% | -6.3% | +9.0% | +4.2% |
| 30D | +0.5% | -10.8% | +11.3% | +3.1% |
| 3M | +0.7% | -8.8% | +9.4% | +2.6% |
| 6M | -7.6% | -16.8% | +9.2% | -3.8% |
| YTD | +1.8% | -10.0% | +11.8% | +3.7% |
| 1Y | -0.8% | -5.3% | +4.5% | -0.5% |
| 3Y | +56.9% | +8.5% | +48.3% | +49.8% |
| All | +39.4% | -22.4% | +61.8% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling