+206.1%
GLD vs TSN
+14.5%
+191.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -4.6% | -1.4% | -3.1% | -4.5% |
| 30D | -5.5% | +8.5% | -13.9% | -5.6% |
| 3M | -10.9% | +5.3% | -16.2% | -11.0% |
| 6M | -17.4% | -10.5% | -6.9% | -17.2% |
| YTD | -10.3% | +3.0% | -13.3% | -10.4% |
| 1Y | -7.2% | +12.1% | -19.3% | -7.5% |
| 3Y | +96.9% | +43.1% | +53.8% | +94.8% |
| 5Y | +103.8% | -15.1% | +118.8% | +103.8% |
| All | +206.1% | +14.5% | +191.7% | +202.6% |
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