+221.7%
PR vs TSN
-14.6%
+236.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | -16.4% | +4.6% | -21.0% | -17.4% |
| 30D | -1.9% | +15.4% | -17.3% | -5.3% |
| 3M | +8.0% | +2.9% | +5.1% | +7.0% |
| 6M | +4.1% | -10.8% | +14.9% | +6.8% |
| YTD | +58.7% | +4.5% | +54.2% | +55.0% |
| 1Y | +75.8% | +19.5% | +56.3% | +64.8% |
| 3Y | +73.2% | +42.2% | +30.9% | +48.6% |
| All | +221.7% | -14.6% | +236.3% | +205.7% |
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