+123.2%
GLW vs TSN
-5.8%
+129.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.3% | +5.6% |
| 7D | +3.8% | -6.3% | +10.1% | +2.9% |
| 30D | -1.3% | -10.8% | +9.5% | -2.7% |
| 3M | -21.8% | -8.8% | -13.1% | -22.8% |
| 6M | +6.9% | -16.8% | +23.7% | +6.1% |
| YTD | +77.2% | -10.0% | +87.2% | +77.6% |
| 1Y | +123.2% | -5.3% | +128.5% | +127.2% |
| All | +123.2% | -5.8% | +129.0% | +127.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling