+386.6%
PSX vs TSN
-9.4%
+396.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +1.0% |
| 7D | +1.8% | -7.3% | +9.1% | +4.5% |
| 30D | +21.6% | -8.6% | +30.3% | +25.5% |
| 3M | +46.5% | -7.5% | +54.0% | +50.0% |
| 6M | +62.0% | -14.1% | +76.1% | +69.3% |
| YTD | +106.3% | -9.4% | +115.8% | +110.6% |
| 1Y | +103.0% | -4.1% | +107.0% | +102.0% |
| 3Y | +135.5% | +10.3% | +125.2% | +117.8% |
| 5Y | +368.5% | -19.7% | +388.2% | +383.6% |
| 10Y | +386.6% | -7.0% | +393.6% | +351.6% |
| All | +386.6% | -9.4% | +396.0% | +351.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling