-35.4%
GIS vs TSN
+10.3%
-45.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | -8.6% | -7.3% | -1.3% | -5.9% |
| 30D | -0.5% | -8.6% | +8.2% | +3.0% |
| 3M | +11.9% | -7.5% | +19.4% | +15.3% |
| 6M | -11.6% | -14.1% | +2.5% | -6.9% |
| YTD | -16.3% | -9.4% | -6.9% | -14.0% |
| 1Y | -21.8% | -4.1% | -17.7% | -21.7% |
| All | -35.4% | +10.3% | -45.7% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling