+40.1%
GILD vs TSN
+19.3%
+20.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | +1.2% | +6.9% | -5.7% | +0.4% |
| 30D | +16.2% | +15.7% | +0.5% | +14.6% |
| 3M | +27.9% | +4.3% | +23.6% | +27.2% |
| 6M | +27.1% | -10.6% | +37.7% | +28.1% |
| YTD | +39.0% | +5.2% | +33.8% | +38.5% |
| 1Y | +40.1% | +18.7% | +21.4% | +39.0% |
| All | +40.1% | +19.3% | +20.8% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling