+37.4%
GILD vs TSN
-5.8%
+43.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.1% |
| 7D | +3.7% | -6.3% | +10.0% | +4.2% |
| 30D | +14.6% | -10.8% | +25.4% | +15.8% |
| 3M | +17.7% | -8.8% | +26.4% | +18.7% |
| 6M | +3.1% | -16.8% | +19.9% | +4.5% |
| YTD | +24.5% | -10.0% | +34.5% | +25.7% |
| 1Y | +37.4% | -5.3% | +42.6% | +42.4% |
| All | +37.4% | -5.8% | +43.2% | +42.4% |
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 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