+118.6%
GLD vs TSN
-14.6%
+133.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +4.7% | +4.6% | +0.1% | +4.6% |
| 30D | -0.9% | +15.4% | -16.3% | -1.3% |
| 3M | -4.4% | +2.9% | -7.3% | -4.5% |
| 6M | -13.6% | -10.8% | -2.8% | -13.2% |
| YTD | -6.0% | +4.5% | -10.5% | -6.2% |
| 1Y | +1.8% | +19.5% | -17.8% | +1.2% |
| 3Y | +103.2% | +42.2% | +61.0% | +99.8% |
| All | +118.6% | -14.6% | +133.1% | +119.4% |
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