-25.2%
GIS vs TSN
-18.6%
-6.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.5% |
| 7D | -8.4% | +1.4% | -9.8% | -8.8% |
| 30D | -5.2% | -6.2% | +1.0% | -3.4% |
| 3M | +8.2% | -5.7% | +13.8% | +10.1% |
| 6M | -12.0% | -11.4% | -0.7% | -9.2% |
| YTD | -18.9% | -8.2% | -10.7% | -17.2% |
| 1Y | -23.6% | -2.0% | -21.6% | -23.7% |
| 3Y | -37.6% | +11.9% | -49.5% | -39.5% |
| 5Y | -25.2% | -17.8% | -7.4% | -22.2% |
| All | -25.2% | -18.6% | -6.6% | -22.2% |
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