+213.3%
GLD vs TSN
-9.5%
+222.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.8% |
| 7D | +0.7% | -5.0% | +5.8% | +0.9% |
| 30D | +0.3% | -9.1% | +9.4% | +0.5% |
| 3M | +0.6% | -7.4% | +8.0% | +0.8% |
| 6M | -15.6% | -13.4% | -2.2% | -15.3% |
| YTD | +0.9% | -8.5% | +9.4% | +1.0% |
| 1Y | +19.4% | -3.2% | +22.6% | +19.4% |
| 3Y | +124.5% | +11.5% | +113.0% | +123.3% |
| 5Y | +138.9% | -19.5% | +158.5% | +139.3% |
| 10Y | +213.3% | -9.1% | +222.4% | +212.5% |
| All | +213.3% | -9.5% | +222.8% | +212.5% |
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