+19,851.2%
GD vs TSN
+890.5%
+18,960.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -5.3% | -6.3% | +1.1% | -4.2% |
| 30D | -6.4% | -10.8% | +4.4% | -4.6% |
| 3M | +5.7% | -8.8% | +14.5% | +7.2% |
| 6M | -0.9% | -16.8% | +15.9% | +1.9% |
| YTD | +8.2% | -10.0% | +18.2% | +9.7% |
| 1Y | +13.4% | -5.3% | +18.7% | +13.8% |
| 3Y | +68.5% | +8.5% | +60.0% | +63.9% |
| 5Y | +97.2% | -22.9% | +120.1% | +102.0% |
| 10Y | +190.2% | -12.6% | +202.8% | +183.9% |
| All | +19,851.2% | +890.5% | +18,960.8% | +12,381.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling