+1,710.5%
GS vs TSN
+338.4%
+1,372.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.4% |
| 7D | -6.3% | +6.9% | -13.2% | -8.3% |
| 30D | -3.1% | +15.7% | -18.8% | -7.5% |
| 3M | -17.7% | +4.3% | -21.9% | -19.0% |
| 6M | -4.6% | -10.6% | +6.1% | -2.0% |
| YTD | +0.3% | +5.2% | -4.9% | -2.8% |
| 1Y | +11.7% | +18.7% | -7.0% | +3.9% |
| 3Y | +183.6% | +41.8% | +141.8% | +145.7% |
| 5Y | +141.0% | -13.6% | +154.5% | +141.2% |
| 10Y | +507.4% | +16.2% | +491.2% | +431.9% |
| All | +1,710.5% | +338.4% | +1,372.1% | +649.0% |
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