+1,704.0%
GS vs TSN
+335.3%
+1,368.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.1% |
| 7D | -3.2% | +4.6% | -7.8% | -4.6% |
| 30D | -2.4% | +15.4% | -17.8% | -6.8% |
| 3M | -15.7% | +2.9% | -18.6% | -16.8% |
| 6M | -6.8% | -10.8% | +4.0% | -4.2% |
| YTD | -0.1% | +4.5% | -4.5% | -3.0% |
| 1Y | +12.1% | +19.5% | -7.4% | +4.1% |
| 3Y | +185.8% | +42.2% | +143.6% | +147.3% |
| 5Y | +140.1% | -14.2% | +154.3% | +140.9% |
| 10Y | +505.2% | +15.4% | +489.9% | +431.1% |
| All | +1,704.0% | +335.3% | +1,368.8% | +648.0% |
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