+174.0%
GD vs TSN
+12.5%
+161.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | -1.9% | +5.8% | -7.7% | -3.4% |
| 30D | +10.9% | +12.8% | -1.9% | +7.5% |
| 3M | -6.8% | +6.5% | -13.2% | -8.4% |
| 6M | +7.0% | -10.3% | +17.3% | +9.5% |
| YTD | +11.1% | +5.5% | +5.6% | +8.7% |
| 1Y | +7.0% | +15.8% | -8.7% | +1.9% |
| 3Y | +59.9% | +42.5% | +17.4% | +42.0% |
| 5Y | +102.5% | -14.3% | +116.8% | +105.0% |
| 10Y | +174.0% | +18.2% | +155.8% | +150.7% |
| All | +174.0% | +12.5% | +161.5% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling