+76.7%
GSK vs TSN
-4.9%
+81.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -3.5% | +3.0% | -6.6% | -4.0% |
| 30D | -3.4% | -4.2% | +0.7% | -2.8% |
| 3M | -8.1% | -3.9% | -4.2% | -7.6% |
| 6M | -11.1% | -9.8% | -1.3% | -9.8% |
| YTD | +0.7% | -7.3% | +8.0% | +1.7% |
| 1Y | +20.1% | -2.2% | +22.3% | +20.0% |
| 3Y | +46.1% | +11.9% | +34.2% | +42.2% |
| 5Y | +48.2% | -16.9% | +65.2% | +50.6% |
| All | +76.7% | -4.9% | +81.7% | +72.3% |
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