+230.7%
GM vs TSN
+361.9%
-131.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -2.0% |
| 7D | -1.1% | -7.3% | +6.2% | +1.4% |
| 30D | -4.6% | -8.6% | +4.1% | -1.7% |
| 3M | +0.2% | -7.5% | +7.7% | +2.5% |
| 6M | +12.6% | -14.1% | +26.8% | +17.8% |
| YTD | +3.7% | -9.4% | +13.1% | +6.2% |
| 1Y | +45.6% | -4.1% | +49.7% | +45.7% |
| 3Y | +162.0% | +10.3% | +151.6% | +144.7% |
| 5Y | +80.5% | -19.7% | +100.2% | +87.8% |
| 10Y | +231.3% | -7.0% | +238.3% | +210.2% |
| All | +230.7% | +361.9% | -131.2% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling