-8.0%
TSN vs GGLL
+217.5%
-225.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.6% | -1.1% |
| 7D | -1.4% | +11.5% | -12.9% | -1.6% |
| 30D | +10.2% | -31.2% | +41.4% | +10.8% |
| 3M | +7.2% | -28.7% | +35.8% | +7.7% |
| 6M | -10.6% | -47.2% | +36.6% | -9.6% |
| YTD | +3.7% | -24.3% | +28.0% | +3.9% |
| 1Y | +13.5% | -12.0% | +25.5% | +13.2% |
| 3Y | +40.1% | +169.6% | -129.5% | +31.1% |
| All | -8.0% | +217.5% | -225.4% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling