+79.3%
PR vs TSN
+8.7%
+70.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +2.9% | -6.3% | +9.2% | +3.6% |
| 30D | +18.0% | -10.8% | +28.8% | +19.4% |
| 3M | +16.9% | -8.8% | +25.6% | +17.6% |
| 6M | +28.2% | -16.8% | +45.0% | +30.6% |
| YTD | +69.3% | -10.0% | +79.3% | +70.0% |
| 1Y | +69.5% | -5.3% | +74.8% | +68.8% |
| All | +79.3% | +8.7% | +70.6% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling