-19.4%
GFS vs TSN
+8.7%
-28.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +1.0% | -6.3% | +7.3% | +1.6% |
| 30D | -8.6% | -10.8% | +2.2% | -7.6% |
| 3M | -46.5% | -8.8% | -37.8% | -46.3% |
| 6M | -4.8% | -16.8% | +12.0% | -3.0% |
| YTD | +29.7% | -10.0% | +39.6% | +29.9% |
| 1Y | +35.8% | -5.3% | +41.1% | +34.1% |
| All | -19.4% | +8.7% | -28.1% | -26.7% |
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