+64.3%
GSK vs TSN
+44.5%
+19.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | +7.8% | +11.8% | -3.9% | +5.2% |
| 3M | +0.3% | +7.1% | -6.8% | -1.3% |
| 6M | +3.4% | -9.2% | +12.6% | +5.5% |
| YTD | +5.9% | +4.8% | +1.1% | +4.3% |
| 1Y | +8.2% | +11.6% | -3.4% | +4.8% |
| All | +64.3% | +44.5% | +19.9% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling