+387.8%
GH vs TSN
+10.3%
+377.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.2% |
| 7D | -0.2% | -7.3% | +7.1% | +0.3% |
| 30D | -2.6% | -8.6% | +6.0% | -2.1% |
| 3M | +25.1% | -7.5% | +32.6% | +25.4% |
| 6M | +78.5% | -14.1% | +92.6% | +79.9% |
| YTD | +59.4% | -9.4% | +68.8% | +60.2% |
| 1Y | +173.9% | -4.1% | +177.9% | +172.8% |
| All | +387.8% | +10.3% | +377.5% | +285.0% |
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