+438.8%
GS vs TSN
+14.5%
+424.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.6% |
| 7D | +5.9% | -1.4% | +7.3% | +6.4% |
| 30D | +4.3% | +8.5% | -4.2% | +1.5% |
| 3M | -11.7% | +5.3% | -16.9% | -13.5% |
| 6M | -3.2% | -10.5% | +7.3% | -0.3% |
| YTD | +5.8% | +3.0% | +2.8% | +2.9% |
| 1Y | +16.0% | +12.1% | +3.9% | +9.2% |
| 3Y | +199.8% | +43.1% | +156.6% | +152.0% |
| 5Y | +155.5% | -15.1% | +170.6% | +158.8% |
| All | +438.8% | +14.5% | +424.4% | +362.5% |
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