+231.1%
GM vs TSN
-4.9%
+236.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -2.4% | +3.0% | -5.5% | -3.5% |
| 30D | -1.1% | -4.2% | +3.1% | +0.2% |
| 3M | +6.1% | -3.9% | +10.0% | +7.1% |
| 6M | +15.0% | -9.8% | +24.8% | +18.3% |
| YTD | +6.0% | -7.3% | +13.2% | +7.7% |
| 1Y | +47.1% | -2.2% | +49.3% | +46.0% |
| 3Y | +170.5% | +11.9% | +158.6% | +150.1% |
| 5Y | +80.5% | -16.9% | +97.4% | +85.8% |
| All | +231.1% | -4.9% | +236.0% | +204.5% |
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 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