+415.3%
PR vs TSN
-22.4%
+437.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +2.9% | -6.3% | +9.2% | +4.6% |
| 30D | +18.0% | -10.8% | +28.8% | +21.5% |
| 3M | +16.9% | -8.8% | +25.6% | +19.0% |
| 6M | +28.2% | -16.8% | +45.0% | +33.6% |
| YTD | +69.3% | -10.0% | +79.3% | +71.8% |
| 1Y | +69.5% | -5.3% | +74.8% | +68.8% |
| 3Y | +81.7% | +8.5% | +73.2% | +68.1% |
| All | +415.3% | -22.4% | +437.7% | +384.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling