+393.9%
GH vs TSN
+11.6%
+382.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.7% |
| 7D | -1.2% | +1.4% | -2.6% | -1.6% |
| 30D | -3.7% | -6.2% | +2.5% | -2.1% |
| 3M | +21.7% | -5.7% | +27.3% | +23.1% |
| 6M | +75.7% | -11.4% | +87.1% | +80.2% |
| YTD | +55.7% | -8.2% | +63.9% | +57.7% |
| 1Y | +181.1% | -2.0% | +183.1% | +178.0% |
| 3Y | +371.6% | +11.9% | +359.8% | +334.4% |
| 5Y | +23.2% | -17.8% | +41.0% | +26.5% |
| All | +393.9% | +11.6% | +382.3% | +263.4% |
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