-54.8%
GTLB vs TSN
-22.1%
-32.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.8% |
| 7D | -5.7% | +3.0% | -8.7% | -6.1% |
| 30D | +15.1% | -4.2% | +19.3% | +15.8% |
| 3M | +65.5% | -3.9% | +69.3% | +66.2% |
| 6M | +102.9% | -9.8% | +112.7% | +104.2% |
| YTD | +25.2% | -7.3% | +32.5% | +25.5% |
| 1Y | -5.5% | -2.2% | -3.3% | -6.3% |
| 3Y | -10.9% | +11.9% | -22.8% | -16.6% |
| All | -54.8% | -22.1% | -32.6% | -49.4% |
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