+78.7%
PR vs TSN
+17.5%
+61.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | -4.6% | +11.8% | -16.4% | -10.2% |
| 3M | +4.7% | +7.1% | -2.4% | +0.5% |
| 6M | +12.4% | -9.2% | +21.6% | +16.2% |
| YTD | +62.9% | +4.8% | +58.1% | +54.7% |
| 1Y | +70.6% | +11.6% | +58.9% | +56.1% |
| 3Y | +90.0% | +41.5% | +48.5% | +45.2% |
| 5Y | +255.5% | -15.5% | +271.1% | +260.8% |
| 10Y | +78.7% | +16.9% | +61.9% | +39.9% |
| All | +78.7% | +17.5% | +61.3% | +39.9% |
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 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