+1,112.1%
PSX vs TSN
+287.1%
+825.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.4% |
| 7D | +4.5% | -6.3% | +10.9% | +6.7% |
| 30D | +26.6% | -10.8% | +37.4% | +31.2% |
| 3M | +39.3% | -8.8% | +48.0% | +42.9% |
| 6M | +56.8% | -16.8% | +73.6% | +64.9% |
| YTD | +101.8% | -10.0% | +111.8% | +106.1% |
| 1Y | +99.6% | -5.3% | +104.9% | +99.9% |
| 3Y | +140.3% | +8.5% | +131.8% | +126.4% |
| 5Y | +339.3% | -22.9% | +362.3% | +359.4% |
| 10Y | +369.9% | -12.6% | +382.5% | +350.2% |
| All | +1,112.1% | +287.1% | +825.0% | +671.2% |
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