+526.0%
GLW vs TSN
+14.5%
+511.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.1% |
| 7D | +7.7% | -1.4% | +9.2% | +8.1% |
| 30D | -18.8% | +8.5% | -27.3% | -20.8% |
| 3M | -27.7% | +5.3% | -33.0% | -29.0% |
| 6M | -44.4% | -10.5% | -33.9% | -43.2% |
| YTD | +31.3% | +3.0% | +28.3% | +28.3% |
| 1Y | +40.0% | +12.1% | +27.9% | +33.3% |
| 3Y | +339.2% | +43.1% | +296.1% | +277.4% |
| 5Y | +229.2% | -15.1% | +244.3% | +232.7% |
| All | +526.0% | +14.5% | +511.5% | +452.9% |
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