+100.5%
GD vs TSN
-14.8%
+115.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +2.7% | -1.4% | +4.1% | +2.9% |
| 30D | +8.6% | +8.5% | +0.1% | +6.9% |
| 3M | -7.1% | +5.3% | -12.3% | -8.1% |
| 6M | +7.5% | -10.5% | +18.0% | +9.4% |
| YTD | +9.9% | +3.0% | +7.0% | +8.6% |
| 1Y | +7.6% | +12.1% | -4.6% | +4.3% |
| 3Y | +56.2% | +43.1% | +13.1% | +42.7% |
| All | +100.5% | -14.8% | +115.4% | +104.0% |
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