+2,125.3%
PPL vs TSN
+1,053.2%
+1,072.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | +3.0% | +11.8% | -8.7% | +1.2% |
| 3M | +1.1% | +7.1% | -6.0% | -0.1% |
| 6M | -0.8% | -9.2% | +8.4% | +0.5% |
| YTD | +3.5% | +4.8% | -1.3% | +2.3% |
| 1Y | -0.9% | +11.6% | -12.6% | -3.0% |
| 3Y | +54.2% | +41.5% | +12.7% | +44.9% |
| 5Y | +46.3% | -15.5% | +61.8% | +47.5% |
| 10Y | +65.0% | +16.9% | +48.2% | +55.9% |
| All | +2,125.3% | +1,053.2% | +1,072.0% | +1,368.4% |
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 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