-17.3%
GIS vs TSN
+14.5%
-31.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | -3.4% | -1.4% | -1.9% | -3.0% |
| 30D | +6.9% | +8.5% | -1.6% | +5.0% |
| 3M | -10.1% | +5.3% | -15.4% | -11.2% |
| 6M | +5.9% | -10.5% | +16.4% | +8.2% |
| YTD | -21.1% | +3.0% | -24.1% | -21.8% |
| 1Y | -22.5% | +12.1% | -34.6% | -24.7% |
| 3Y | -39.0% | +43.1% | -82.1% | -43.2% |
| 5Y | -33.3% | -15.1% | -18.2% | -32.4% |
| All | -17.3% | +14.5% | -31.7% | -20.0% |
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