+11.2%
TSN vs PTC
-2.9%
+14.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.4% | -0.2% |
| 7D | -6.3% | -10.3% | +3.9% | -5.6% |
| 30D | -10.8% | +1.1% | -11.9% | -11.0% |
| 3M | -8.8% | +1.6% | -10.4% | -9.3% |
| 6M | -16.8% | -13.5% | -3.4% | -16.3% |
| YTD | -10.0% | -19.1% | +9.1% | -9.1% |
| 1Y | -5.3% | -33.9% | +28.6% | -3.0% |
| All | +11.2% | -2.9% | +14.0% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling