+267.7%
PR vs TSN
-14.8%
+282.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.4% |
| 7D | +6.0% | -1.4% | +7.4% | +6.3% |
| 30D | -4.2% | +8.5% | -12.7% | -6.2% |
| 3M | +10.0% | +5.3% | +4.7% | +8.3% |
| 6M | +15.6% | -10.5% | +26.1% | +18.4% |
| YTD | +68.2% | +3.0% | +65.2% | +64.8% |
| 1Y | +79.2% | +12.1% | +67.1% | +70.9% |
| 3Y | +94.9% | +43.1% | +51.8% | +66.1% |
| All | +267.7% | -14.8% | +282.5% | +256.9% |
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 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