+152.0%
GE vs TSN
+14.5%
+137.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +2.7% | -1.4% | +4.1% | +3.1% |
| 30D | +8.1% | +8.5% | -0.4% | +5.4% |
| 3M | -7.9% | +5.3% | -13.1% | -9.5% |
| 6M | +12.9% | -10.5% | +23.4% | +16.1% |
| YTD | +8.2% | +3.0% | +5.2% | +5.8% |
| 1Y | +9.7% | +12.1% | -2.5% | +4.2% |
| 3Y | +266.1% | +43.1% | +223.0% | +211.7% |
| 5Y | +407.4% | -15.1% | +422.5% | +415.0% |
| All | +152.0% | +14.5% | +137.5% | +121.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling