+39.4%
GM vs TSN
+19.9%
+19.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.4% | -0.8% | +3.8% |
| 7D | +12.1% | +8.4% | +3.6% | +10.9% |
| 30D | +15.2% | +16.1% | -0.9% | +12.9% |
| 3M | +4.9% | +3.2% | +1.7% | +4.6% |
| 6M | +22.6% | -11.1% | +33.7% | +26.6% |
| YTD | +14.4% | +5.1% | +9.3% | +13.7% |
| 1Y | +39.4% | +19.4% | +20.0% | +34.5% |
| All | +39.4% | +19.9% | +19.5% | +34.5% |
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