+172.1%
GM vs TSN
+11.8%
+160.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.5% |
| 7D | -1.1% | +1.4% | -2.4% | -1.4% |
| 30D | -3.4% | -6.2% | +2.8% | -2.1% |
| 3M | +8.7% | -5.7% | +14.4% | +9.8% |
| 6M | +15.4% | -11.4% | +26.8% | +18.1% |
| YTD | +6.6% | -8.2% | +14.8% | +7.9% |
| 1Y | +51.5% | -2.0% | +53.5% | +50.2% |
| All | +172.1% | +11.8% | +160.2% | +146.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling