+436.7%
GE vs TSN
-20.8%
+457.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -0.9% |
| 7D | +1.2% | -5.0% | +6.2% | +2.0% |
| 30D | -9.5% | -9.1% | -0.4% | -8.1% |
| 3M | +4.1% | -7.4% | +11.5% | +5.3% |
| 6M | +3.9% | -13.4% | +17.3% | +6.0% |
| YTD | +9.0% | -8.5% | +17.5% | +9.9% |
| 1Y | +21.9% | -3.2% | +25.1% | +21.2% |
| 3Y | +281.8% | +11.5% | +270.3% | +259.5% |
| 5Y | +436.7% | -19.5% | +456.2% | +436.2% |
| All | +436.7% | -20.8% | +457.5% | +436.2% |
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