+837.6%
GLW vs TSN
-9.5%
+847.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.7% | +5.9% | +7.1% |
| 7D | +14.0% | -5.0% | +19.1% | +15.5% |
| 30D | +0.4% | -9.1% | +9.4% | +2.8% |
| 3M | -11.3% | -7.4% | -3.9% | -10.2% |
| 6M | +35.1% | -13.4% | +48.4% | +38.7% |
| YTD | +90.5% | -8.5% | +99.0% | +92.7% |
| 1Y | +132.0% | -3.2% | +135.2% | +130.0% |
| 3Y | +463.3% | +11.5% | +451.8% | +423.9% |
| 5Y | +382.5% | -19.5% | +402.0% | +393.6% |
| 10Y | +837.6% | -9.1% | +846.8% | +768.1% |
| All | +837.6% | -9.5% | +847.1% | +768.1% |
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 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