+632.4%
GEV vs TSN
-1.3%
+633.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.8% |
| 7D | +1.6% | +3.0% | -1.4% | +2.3% |
| 30D | -7.9% | -4.2% | -3.8% | -8.8% |
| 3M | +5.6% | -3.9% | +9.5% | +4.9% |
| 6M | +13.1% | -9.8% | +22.9% | +11.7% |
| YTD | +46.7% | -7.3% | +54.0% | +46.8% |
| 1Y | +51.3% | -2.2% | +53.5% | +53.8% |
| All | +632.4% | -1.3% | +633.7% | +700.3% |
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 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