+147.8%
PR vs TSN
+21.4%
+126.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -16.5% | +6.9% | -23.4% | -19.4% |
| 30D | -4.5% | +15.7% | -20.2% | -11.3% |
| 3M | +8.5% | +4.3% | +4.3% | +5.7% |
| 6M | -3.3% | -10.6% | +7.3% | +0.6% |
| YTD | +55.7% | +5.2% | +50.5% | +48.0% |
| 1Y | +82.0% | +18.7% | +63.4% | +62.0% |
| 3Y | +62.5% | +41.8% | +20.7% | +25.9% |
| 5Y | +223.9% | -13.6% | +237.5% | +224.0% |
| 10Y | +64.2% | +16.2% | +48.0% | +32.6% |
| All | +147.8% | +21.4% | +126.4% | +96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling