+70.8%
GD vs TSN
+8.7%
+62.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -5.3% | -6.3% | +1.1% | -4.4% |
| 30D | -6.4% | -10.8% | +4.4% | -4.9% |
| 3M | +5.7% | -8.8% | +14.5% | +7.0% |
| 6M | -0.9% | -16.8% | +15.9% | +1.4% |
| YTD | +8.2% | -10.0% | +18.2% | +9.3% |
| 1Y | +13.4% | -5.3% | +18.7% | +13.5% |
| All | +70.8% | +8.7% | +62.1% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling