-12.3%
GFS vs TSN
-13.0%
+0.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | -3.1% | +4.9% | -8.0% | -4.1% |
| 30D | -16.0% | +12.1% | -28.1% | -18.0% |
| 3M | -24.7% | +4.1% | -28.8% | -25.4% |
| 6M | -45.1% | -10.9% | -34.2% | -43.7% |
| YTD | +16.5% | +4.8% | +11.7% | +13.8% |
| 1Y | +19.3% | +17.6% | +1.7% | +12.5% |
| 3Y | -20.0% | +43.2% | -63.2% | -30.4% |
| 5Y | -32.0% | -13.9% | -18.1% | -31.9% |
| All | -12.3% | -13.0% | +0.6% | -12.8% |
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