+3.0%
GD vs TSN
-11.4%
+14.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.5% | -2.3% |
| 7D | -3.9% | +6.9% | -10.8% | -4.5% |
| 30D | +8.1% | +15.7% | -7.6% | +6.7% |
| 3M | -6.8% | +4.3% | -11.0% | -7.1% |
| 6M | +3.0% | -10.6% | +13.6% | +1.1% |
| All | +3.0% | -11.4% | +14.4% | +1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling