+93.8%
GD vs TSN
-14.6%
+108.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -5.0% | +4.6% | -9.6% | -5.8% |
| 30D | +8.9% | +15.4% | -6.5% | +6.0% |
| 3M | -8.0% | +2.9% | -10.9% | -8.7% |
| 6M | +2.9% | -10.8% | +13.7% | +4.9% |
| YTD | +7.1% | +4.5% | +2.6% | +5.5% |
| 1Y | +5.9% | +19.5% | -13.6% | +1.4% |
| 3Y | +53.9% | +42.2% | +11.6% | +41.1% |
| All | +93.8% | -14.6% | +108.4% | +96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling