+1,055.3%
TSN vs PTC
+8,817.5%
-7,762.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.7% |
| 7D | +4.6% | -0.2% | +4.9% | +4.7% |
| 30D | +15.4% | +0.8% | +14.7% | +15.3% |
| 3M | +2.9% | +32.1% | -29.2% | -1.4% |
| 6M | -10.8% | +42.6% | -53.4% | -15.6% |
| YTD | +4.5% | +12.0% | -7.5% | +1.6% |
| 1Y | +19.5% | +12.2% | +7.4% | +16.2% |
| 3Y | +42.2% | +31.2% | +11.0% | +34.2% |
| 5Y | -14.2% | +54.9% | -69.1% | -21.5% |
| 10Y | +15.4% | +343.1% | -327.8% | -9.9% |
| All | +1,055.3% | +8,817.5% | -7,762.2% | +352.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling