+67.1%
PWR vs TSN
-1.7%
+68.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.2% | +5.2% |
| 7D | +4.2% | +3.0% | +1.2% | +4.4% |
| 30D | -4.0% | -4.2% | +0.1% | -4.2% |
| 3M | -4.8% | -3.9% | -0.9% | -5.3% |
| 6M | +14.6% | -9.8% | +24.5% | +14.2% |
| YTD | +54.2% | -7.3% | +61.5% | +55.0% |
| 1Y | +67.1% | -2.2% | +69.3% | +68.0% |
| All | +67.1% | -1.7% | +68.8% | +68.0% |
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 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