+561.8%
GWW vs TSN
-4.9%
+566.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -3.4% | +3.0% | -6.4% | -4.0% |
| 30D | -1.9% | -4.2% | +2.3% | -1.2% |
| 3M | -2.4% | -3.9% | +1.5% | -1.9% |
| 6M | +15.7% | -9.8% | +25.6% | +17.5% |
| YTD | +27.6% | -7.3% | +34.9% | +28.7% |
| 1Y | +27.2% | -2.2% | +29.4% | +26.5% |
| 3Y | +89.7% | +11.9% | +77.8% | +81.0% |
| 5Y | +223.9% | -16.9% | +240.9% | +228.5% |
| All | +561.8% | -4.9% | +566.7% | +528.9% |
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 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