-18.0%
TSN vs PTEN
+49.0%
-67.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -0.9% |
| 7D | -1.4% | +10.6% | -12.0% | -2.0% |
| 30D | +8.5% | -4.9% | +13.4% | +8.6% |
| 3M | +5.3% | +1.4% | +3.8% | +4.9% |
| 6M | -10.5% | -7.0% | -3.5% | -10.5% |
| YTD | +3.0% | +84.8% | -81.8% | -2.9% |
| 1Y | +12.1% | +95.7% | -83.5% | +5.1% |
| 3Y | +43.1% | +2.0% | +41.1% | +38.6% |
| All | -18.0% | +49.0% | -67.0% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 5y: compounded portfolio wealth divided by compounded PTEN 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…
5y analysis · Full analysis span regression · 6 months rolling