+2,151.7%
PPL vs TSN
+1,049.6%
+1,102.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.4% |
| 7D | +0.4% | +4.6% | -4.2% | -0.3% |
| 30D | +5.4% | +15.4% | -10.0% | +3.1% |
| 3M | +4.3% | +2.9% | +1.4% | +3.7% |
| 6M | -1.3% | -10.8% | +9.5% | +0.2% |
| YTD | +4.7% | +4.5% | +0.2% | +3.6% |
| 1Y | +1.3% | +19.5% | -18.3% | -2.0% |
| 3Y | +57.2% | +42.2% | +15.0% | +47.6% |
| 5Y | +48.2% | -14.2% | +62.4% | +49.1% |
| 10Y | +62.7% | +15.4% | +47.4% | +53.9% |
| All | +2,151.7% | +1,049.6% | +1,102.1% | +1,386.6% |
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