+692.8%
GOOGL vs TSN
+14.5%
+678.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.9% |
| 7D | +3.9% | -1.4% | +5.3% | +4.1% |
| 30D | -14.9% | +8.5% | -23.4% | -16.2% |
| 3M | -14.6% | +5.3% | -19.8% | -15.5% |
| 6M | -26.4% | -10.5% | -16.0% | -25.2% |
| YTD | -5.3% | +3.0% | -8.3% | -6.4% |
| 1Y | +6.5% | +12.1% | -5.7% | +3.4% |
| 3Y | +126.0% | +43.1% | +82.9% | +104.8% |
| 5Y | +100.8% | -15.1% | +115.9% | +103.1% |
| All | +692.8% | +14.5% | +678.3% | +630.1% |
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