-39.0%
GIS vs TSN
+41.9%
-80.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.7% |
| 7D | -3.4% | -1.4% | -1.9% | -2.8% |
| 30D | +6.9% | +8.5% | -1.6% | +3.4% |
| 3M | -10.1% | +5.3% | -15.4% | -12.1% |
| 6M | +5.9% | -10.5% | +16.4% | +10.0% |
| YTD | -21.1% | +3.0% | -24.1% | -23.0% |
| 1Y | -22.5% | +12.1% | -34.6% | -27.3% |
| 3Y | -39.0% | +43.1% | -82.1% | -46.9% |
| All | -39.0% | +41.9% | -80.9% | -46.9% |
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