+371.1%
GH vs TSN
+25.2%
+346.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | +0.6% | -1.4% | +2.0% | +1.0% |
| 30D | -6.9% | +8.5% | -15.4% | -9.2% |
| 3M | -4.9% | +5.3% | -10.2% | -6.6% |
| 6M | +54.1% | -10.5% | +64.6% | +57.9% |
| YTD | +48.5% | +3.0% | +45.6% | +45.4% |
| 1Y | +61.2% | +12.1% | +49.0% | +53.3% |
| 3Y | +570.3% | +43.1% | +527.2% | +470.9% |
| 5Y | +46.1% | -15.1% | +61.2% | +48.9% |
| All | +371.1% | +25.2% | +346.0% | +235.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling