+363.8%
PSX vs TSN
-20.8%
+384.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.2% |
| 7D | +2.8% | -5.0% | +7.9% | +4.0% |
| 30D | +27.8% | -9.1% | +36.8% | +30.6% |
| 3M | +42.0% | -7.4% | +49.4% | +44.3% |
| 6M | +58.1% | -13.4% | +71.5% | +62.4% |
| YTD | +105.0% | -8.5% | +113.5% | +106.8% |
| 1Y | +104.9% | -3.2% | +108.1% | +103.1% |
| 3Y | +134.1% | +11.5% | +122.6% | +120.4% |
| 5Y | +363.8% | -19.5% | +383.3% | +378.0% |
| All | +363.8% | -20.8% | +384.6% | +378.0% |
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