+221.8%
GWW vs TSN
-18.6%
+240.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -3.1% | +1.4% | -4.5% | -3.4% |
| 30D | -2.3% | -6.2% | +3.8% | -1.4% |
| 3M | -3.3% | -5.7% | +2.4% | -2.7% |
| 6M | +15.4% | -11.4% | +26.7% | +17.1% |
| YTD | +26.7% | -8.2% | +34.9% | +27.7% |
| 1Y | +29.0% | -2.0% | +31.0% | +28.2% |
| 3Y | +89.0% | +11.9% | +77.1% | +81.5% |
| 5Y | +221.8% | -17.8% | +239.5% | +241.0% |
| All | +221.8% | -18.6% | +240.4% | +241.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling