+212.2%
GLD vs TSN
+13.2%
+199.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | +4.9% | +4.9% | +0.1% | +4.8% |
| 30D | -1.3% | +12.1% | -13.4% | -1.6% |
| 3M | -4.8% | +4.1% | -8.9% | -4.9% |
| 6M | -12.5% | -10.9% | -1.6% | -12.2% |
| YTD | -4.2% | +4.8% | -9.0% | -4.4% |
| 1Y | +3.0% | +17.6% | -14.6% | +2.6% |
| 3Y | +109.1% | +43.2% | +65.9% | +106.8% |
| 5Y | +121.6% | -13.9% | +135.5% | +121.5% |
| 10Y | +212.2% | +11.8% | +200.4% | +208.1% |
| All | +212.2% | +13.2% | +199.0% | +208.1% |
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 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