-21.1%
GIS vs TSN
-4.9%
-16.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -6.4% | +3.0% | -9.4% | -7.0% |
| 30D | -6.1% | -4.2% | -1.9% | -5.3% |
| 3M | +7.8% | -3.9% | +11.7% | +8.8% |
| 6M | -8.8% | -9.8% | +1.0% | -7.0% |
| YTD | -19.1% | -7.3% | -11.9% | -18.0% |
| 1Y | -24.8% | -2.2% | -22.6% | -24.7% |
| 3Y | -37.6% | +11.9% | -49.4% | -39.1% |
| 5Y | -25.4% | -16.9% | -8.5% | -23.7% |
| All | -21.1% | -4.9% | -16.1% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling