+542.4%
GLW vs TSN
+13.2%
+529.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.3% | +8.9% | +9.2% |
| 7D | -5.9% | +4.9% | -10.8% | -7.2% |
| 30D | -26.0% | +12.1% | -38.0% | -28.4% |
| 3M | -29.9% | +4.1% | -34.0% | -30.9% |
| 6M | -37.8% | -10.9% | -26.9% | -36.3% |
| YTD | +33.1% | +4.8% | +28.3% | +29.5% |
| 1Y | +36.8% | +17.6% | +19.2% | +28.4% |
| 3Y | +356.1% | +43.2% | +312.9% | +292.6% |
| 5Y | +243.8% | -13.9% | +257.7% | +246.2% |
| 10Y | +542.4% | +11.8% | +530.6% | +466.4% |
| All | +542.4% | +13.2% | +529.2% | +466.4% |
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 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