-18.7%
TSN vs PSLV
+154.2%
-173.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +3.0% | -3.5% | +6.5% | +3.2% |
| 30D | -4.2% | -2.1% | -2.0% | -4.2% |
| 3M | -3.9% | -1.6% | -2.2% | -3.9% |
| 6M | -9.8% | -25.5% | +15.7% | -8.7% |
| YTD | -7.3% | -11.4% | +4.2% | -8.1% |
| 1Y | -2.2% | +48.6% | -50.8% | -6.9% |
| 3Y | +11.9% | +166.9% | -155.0% | -0.2% |
| All | -18.7% | +154.2% | -173.0% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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