+19,778.3%
GD vs TSN
+1,057.8%
+18,720.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.5% | -2.4% |
| 7D | -3.9% | +6.9% | -10.8% | -5.1% |
| 30D | +8.1% | +15.7% | -7.6% | +5.3% |
| 3M | -6.8% | +4.3% | -11.0% | -7.6% |
| 6M | +3.0% | -10.6% | +13.6% | +4.7% |
| YTD | +7.8% | +5.2% | +2.5% | +6.2% |
| 1Y | +5.8% | +18.7% | -12.9% | +2.0% |
| 3Y | +55.3% | +41.8% | +13.5% | +44.1% |
| 5Y | +96.7% | -13.6% | +110.3% | +97.3% |
| 10Y | +195.4% | +16.2% | +179.2% | +175.5% |
| All | +19,778.3% | +1,057.8% | +18,720.4% | +11,987.3% |
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