+512.2%
TSN vs PTEN
+1,656.8%
-1,144.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -1.0% |
| 7D | -1.4% | +10.6% | -12.0% | -2.5% |
| 30D | +8.5% | -4.9% | +13.4% | +8.7% |
| 3M | +5.3% | +1.4% | +3.8% | +4.7% |
| 6M | -10.5% | -7.0% | -3.5% | -10.8% |
| YTD | +3.0% | +84.8% | -81.8% | -5.2% |
| 1Y | +12.1% | +95.7% | -83.5% | +2.6% |
| 3Y | +43.1% | +2.0% | +41.1% | +36.7% |
| 5Y | -15.1% | +48.0% | -63.1% | -24.9% |
| 10Y | +14.8% | -38.3% | +53.2% | -2.1% |
| All | +512.2% | +1,656.8% | -1,144.5% | +323.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling