-24.9%
GFS vs TSN
+42.3%
-67.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.2% |
| 7D | -7.8% | +4.6% | -12.5% | -8.1% |
| 30D | -19.7% | +15.4% | -35.1% | -20.6% |
| 3M | -23.1% | +2.9% | -26.0% | -23.3% |
| 6M | -46.4% | -10.8% | -35.6% | -44.9% |
| YTD | +11.0% | +4.5% | +6.6% | +9.8% |
| 1Y | +12.6% | +19.5% | -6.9% | +7.6% |
| 3Y | -24.9% | +42.2% | -67.2% | -33.3% |
| All | -24.9% | +42.3% | -67.2% | -33.3% |
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 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