+101.6%
PSX vs TSN
-1.7%
+103.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | +1.7% | +3.0% | -1.3% | +1.6% |
| 30D | +15.6% | -4.2% | +19.8% | +15.9% |
| 3M | +46.5% | -3.9% | +50.4% | +46.5% |
| 6M | +55.0% | -9.8% | +64.8% | +54.0% |
| YTD | +105.3% | -7.3% | +112.6% | +101.5% |
| 1Y | +101.6% | -2.2% | +103.8% | +101.8% |
| All | +101.6% | -1.7% | +103.3% | +101.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling