+107.3%
PR vs TSN
-12.9%
+120.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +2.9% | -6.3% | +9.2% | +6.1% |
| 30D | +18.0% | -10.8% | +28.8% | +24.5% |
| 3M | +16.9% | -8.8% | +25.6% | +20.9% |
| 6M | +28.2% | -16.8% | +45.0% | +37.7% |
| YTD | +69.3% | -10.0% | +79.3% | +74.3% |
| 1Y | +69.5% | -5.3% | +74.8% | +68.8% |
| 3Y | +81.7% | +8.5% | +73.2% | +61.7% |
| 5Y | +422.2% | -22.9% | +445.2% | +452.1% |
| All | +107.3% | -12.9% | +120.1% | +76.3% |
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