-18.7%
TSN vs GFI
+524.1%
-542.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.0% |
| 7D | +3.0% | -4.9% | +7.9% | +3.2% |
| 30D | -4.2% | +10.7% | -14.9% | -4.6% |
| 3M | -3.9% | +25.6% | -29.5% | -4.9% |
| 6M | -9.8% | -8.3% | -1.6% | -9.8% |
| YTD | -7.3% | +6.3% | -13.6% | -7.9% |
| 1Y | -2.2% | +22.1% | -24.3% | -3.4% |
| 3Y | +11.9% | +289.2% | -277.3% | +6.0% |
| All | -18.7% | +524.1% | -542.8% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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