+24.4%
GH vs TSN
-20.2%
+44.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.4% |
| 7D | -0.2% | -7.3% | +7.1% | +1.6% |
| 30D | -2.6% | -8.6% | +6.0% | -0.6% |
| 3M | +25.1% | -7.5% | +32.6% | +26.9% |
| 6M | +78.5% | -14.1% | +92.6% | +83.9% |
| YTD | +59.4% | -9.4% | +68.8% | +61.5% |
| 1Y | +173.9% | -4.1% | +177.9% | +171.8% |
| 3Y | +382.7% | +10.3% | +372.4% | +335.3% |
| 5Y | +24.4% | -19.7% | +44.1% | +42.6% |
| All | +24.4% | -20.2% | +44.6% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling