+643.2%
GEV vs TSN
-2.6%
+645.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +3.5% |
| 7D | +8.1% | -5.0% | +13.1% | +6.9% |
| 30D | -1.9% | -9.1% | +7.2% | -4.0% |
| 3M | +4.1% | -7.4% | +11.5% | +2.6% |
| 6M | +23.2% | -13.4% | +36.6% | +20.4% |
| YTD | +48.9% | -8.5% | +57.4% | +48.5% |
| 1Y | +62.2% | -3.2% | +65.4% | +64.7% |
| All | +643.2% | -2.6% | +645.8% | +709.5% |
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