+43.1%
TSN vs PTC
+29.1%
+14.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.4% |
| 3M | +5.3% | +27.4% | -22.1% | +4.1% |
| 6M | -10.5% | +39.2% | -49.7% | -12.4% |
| YTD | +3.0% | +12.5% | -9.6% | +2.0% |
| 1Y | +12.1% | +12.3% | -0.1% | +11.2% |
| 3Y | +43.1% | +28.8% | +14.3% | +29.2% |
| All | +43.1% | +29.1% | +14.0% | +29.2% |
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