+19.4%
TSN vs GGLL
-11.6%
+31.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.5% | -1.1% | +5.2% |
| 7D | +8.4% | -23.1% | +31.5% | +8.8% |
| 30D | +16.1% | -32.9% | +49.0% | +17.0% |
| 3M | +3.2% | -44.9% | +48.0% | +4.7% |
| 6M | -11.1% | -49.5% | +38.4% | -9.2% |
| YTD | +5.1% | -28.9% | +34.0% | +5.6% |
| 1Y | +19.4% | -12.2% | +31.6% | +15.0% |
| All | +19.4% | -11.6% | +31.0% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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