+79.2%
PR vs TSN
+12.4%
+66.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.2% |
| 7D | +6.0% | -1.4% | +7.4% | +5.9% |
| 30D | -4.2% | +8.5% | -12.7% | -4.2% |
| 3M | +10.0% | +5.3% | +4.7% | +9.8% |
| 6M | +15.6% | -10.5% | +26.1% | +17.6% |
| YTD | +68.2% | +3.0% | +65.2% | +65.3% |
| 1Y | +79.2% | +12.1% | +67.1% | +76.9% |
| All | +79.2% | +12.4% | +66.8% | +76.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling