+102.5%
GD vs TSN
-13.7%
+116.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | -1.9% | +5.8% | -7.7% | -3.0% |
| 30D | +10.9% | +12.8% | -1.9% | +8.4% |
| 3M | -6.8% | +6.5% | -13.2% | -8.0% |
| 6M | +7.0% | -10.3% | +17.3% | +8.9% |
| YTD | +11.1% | +5.5% | +5.6% | +9.3% |
| 1Y | +7.0% | +15.8% | -8.7% | +3.2% |
| 3Y | +59.9% | +42.5% | +17.4% | +46.6% |
| 5Y | +102.5% | -14.3% | +116.8% | +106.2% |
| All | +102.5% | -13.7% | +116.2% | +106.2% |
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 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