+816.6%
GLD vs TSN
+345.8%
+470.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.8% |
| 7D | -0.5% | -6.3% | +5.8% | -0.4% |
| 30D | +4.4% | -10.8% | +15.2% | +4.5% |
| 3M | -1.1% | -8.8% | +7.7% | -1.0% |
| 6M | -13.8% | -16.8% | +3.0% | -13.6% |
| YTD | +2.6% | -10.0% | +12.6% | +2.7% |
| 1Y | +24.5% | -5.3% | +29.8% | +24.5% |
| 3Y | +125.8% | +8.5% | +117.3% | +125.4% |
| 5Y | +137.8% | -22.9% | +160.7% | +138.1% |
| 10Y | +221.4% | -12.6% | +234.0% | +220.6% |
| All | +816.6% | +345.8% | +470.8% | +757.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling