+84.5%
PR vs TSN
+14.5%
+70.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.6% |
| 7D | +6.0% | -1.4% | +7.4% | +6.7% |
| 30D | -4.2% | +8.5% | -12.7% | -8.4% |
| 3M | +10.0% | +5.3% | +4.7% | +6.4% |
| 6M | +15.6% | -10.5% | +26.1% | +20.3% |
| YTD | +68.2% | +3.0% | +65.2% | +61.1% |
| 1Y | +79.2% | +12.1% | +67.1% | +63.4% |
| 3Y | +94.9% | +43.1% | +51.8% | +47.7% |
| 5Y | +272.8% | -15.1% | +287.9% | +275.6% |
| All | +84.5% | +14.5% | +70.0% | +44.1% |
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