+42.2%
TSN vs GGLL
+154.9%
-112.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.7% |
| 7D | +4.6% | +3.1% | +1.5% | +4.6% |
| 30D | +15.4% | -36.3% | +51.8% | +15.3% |
| 3M | +2.9% | -40.4% | +43.3% | +2.8% |
| 6M | -10.8% | -54.6% | +43.8% | -10.8% |
| YTD | +4.5% | -31.1% | +35.6% | +4.6% |
| 1Y | +19.5% | -19.2% | +38.7% | +19.9% |
| 3Y | +42.2% | +151.5% | -109.3% | +40.2% |
| All | +42.2% | +154.9% | -112.7% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling