+606.9%
GEV vs TSN
-2.3%
+609.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.2% | -2.5% |
| 7D | -1.9% | +1.4% | -3.3% | -1.6% |
| 30D | -8.7% | -6.2% | -2.5% | -10.0% |
| 3M | +6.6% | -5.7% | +12.3% | +5.5% |
| 6M | +10.2% | -11.4% | +21.6% | +8.4% |
| YTD | +41.6% | -8.2% | +49.8% | +41.4% |
| 1Y | +43.9% | -2.0% | +45.9% | +46.8% |
| All | +606.9% | -2.3% | +609.2% | +670.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling