+740.7%
GOOGL vs TSN
-5.9%
+746.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | -2.8% | +1.4% | -4.2% | -3.1% |
| 30D | -3.2% | -6.2% | +3.0% | -2.2% |
| 3M | -6.6% | -5.7% | -0.9% | -5.8% |
| 6M | +8.5% | -11.4% | +19.8% | +10.3% |
| YTD | +6.5% | -8.2% | +14.6% | +7.5% |
| 1Y | +39.4% | -2.0% | +41.4% | +38.8% |
| 3Y | +146.2% | +11.9% | +134.3% | +134.6% |
| 5Y | +138.3% | -17.8% | +156.1% | +141.3% |
| All | +740.7% | -5.9% | +746.5% | +695.1% |
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