+364.7%
TSN vs PSLV
+108.9%
+255.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.3% | +6.7% | +1.7% |
| 7D | +1.4% | -4.9% | +6.2% | +1.6% |
| 30D | -6.2% | -1.9% | -4.3% | -6.1% |
| 3M | -5.7% | +4.2% | -9.9% | -6.0% |
| 6M | -11.4% | -27.6% | +16.2% | -10.1% |
| YTD | -8.2% | -11.7% | +3.5% | -8.6% |
| 1Y | -2.0% | +49.3% | -51.3% | -5.8% |
| 3Y | +11.9% | +167.1% | -155.3% | +3.1% |
| 5Y | -17.8% | +151.7% | -169.4% | -24.3% |
| 10Y | -5.7% | +187.0% | -192.7% | -15.5% |
| All | +364.7% | +108.9% | +255.8% | +285.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling