+652.8%
GS vs TSN
-11.8%
+664.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.3% |
| 7D | +0.9% | -6.3% | +7.3% | +2.9% |
| 30D | -1.6% | -10.8% | +9.2% | +1.8% |
| 3M | -4.5% | -8.8% | +4.3% | -2.3% |
| 6M | +20.9% | -16.8% | +37.7% | +26.8% |
| YTD | +19.9% | -10.0% | +29.9% | +21.9% |
| 1Y | +41.4% | -5.3% | +46.7% | +40.8% |
| 3Y | +239.2% | +8.5% | +230.6% | +215.8% |
| 5Y | +185.0% | -22.9% | +208.0% | +196.8% |
| All | +652.8% | -11.8% | +664.6% | +584.9% |
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