-7.0%
TSN vs PTC
+196.2%
-203.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.2% | -0.5% |
| 7D | -7.3% | -13.6% | +6.3% | -5.1% |
| 30D | -8.6% | -14.7% | +6.0% | -6.4% |
| 3M | -7.5% | -5.9% | -1.6% | -7.1% |
| 6M | -14.1% | -21.1% | +7.0% | -11.3% |
| YTD | -9.4% | -26.0% | +16.6% | -5.5% |
| 1Y | -4.1% | -36.8% | +32.7% | +2.8% |
| 3Y | +10.3% | -10.3% | +20.6% | +8.7% |
| 5Y | -19.7% | +1.2% | -20.9% | -24.2% |
| 10Y | -7.0% | +198.3% | -205.3% | -38.8% |
| All | -7.0% | +196.2% | -203.2% | -38.8% |
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