+142.4%
GILD vs TSN
-17.2%
+159.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -0.9% |
| 7D | -4.8% | +3.0% | -7.9% | -5.4% |
| 30D | +5.8% | -4.2% | +10.0% | +6.5% |
| 3M | +14.9% | -3.9% | +18.8% | +15.6% |
| 6M | -0.4% | -9.8% | +9.5% | +1.1% |
| YTD | +18.5% | -7.3% | +25.8% | +19.5% |
| 1Y | +25.1% | -2.2% | +27.3% | +24.5% |
| 3Y | +105.9% | +11.9% | +94.0% | +98.0% |
| All | +142.4% | -17.2% | +159.6% | +139.6% |
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