+2,090.1%
PPL vs TSN
+890.5%
+1,199.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +2.7% | -6.3% | +9.0% | +3.6% |
| 30D | +0.5% | -10.8% | +11.3% | +2.2% |
| 3M | +0.7% | -8.8% | +9.4% | +1.9% |
| 6M | -7.6% | -16.8% | +9.2% | -5.2% |
| YTD | +1.8% | -10.0% | +11.8% | +3.1% |
| 1Y | -0.8% | -5.3% | +4.5% | -0.4% |
| 3Y | +56.9% | +8.5% | +48.3% | +53.5% |
| 5Y | +39.5% | -22.9% | +62.4% | +42.8% |
| 10Y | +55.4% | -12.6% | +68.0% | +52.9% |
| All | +2,090.1% | +890.5% | +1,199.6% | +1,380.2% |
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