-17.9%
GFS vs TSN
+43.0%
-60.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | +17.2% | -1.4% | +18.6% | +17.3% |
| 30D | -8.7% | +10.2% | -18.9% | -9.4% |
| 3M | -19.7% | +7.2% | -26.8% | -20.1% |
| 6M | -40.7% | -10.6% | -30.1% | -39.2% |
| YTD | +22.5% | +3.7% | +18.8% | +21.2% |
| 1Y | +25.2% | +13.5% | +11.7% | +21.0% |
| All | -17.9% | +43.0% | -60.9% | -26.6% |
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