-5.5%
GTLB vs TSN
-1.7%
-3.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.6% |
| 7D | -5.7% | +3.0% | -8.7% | -5.7% |
| 30D | +15.1% | -4.2% | +19.3% | +15.1% |
| 3M | +65.5% | -3.9% | +69.3% | +65.4% |
| 6M | +102.9% | -9.8% | +112.7% | +96.7% |
| YTD | +25.2% | -7.3% | +32.5% | +22.7% |
| 1Y | -5.5% | -2.2% | -3.3% | -7.8% |
| All | -5.5% | -1.7% | -3.9% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling