+11.6%
TSN vs PTC
+312.5%
-300.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | +8.5% | +1.2% | +7.3% | +8.3% |
| 3M | +5.3% | +27.4% | -22.1% | +0.6% |
| 6M | -10.5% | +39.2% | -49.7% | -16.1% |
| YTD | +3.0% | +12.5% | -9.6% | -0.2% |
| 1Y | +12.1% | +12.3% | -0.1% | +8.7% |
| 3Y | +43.1% | +28.8% | +14.3% | +32.6% |
| 5Y | -15.1% | +60.9% | -76.0% | -26.0% |
| All | +11.6% | +312.5% | -300.9% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling