+25.3%
GPN vs TSN
-4.9%
+30.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -4.6% | +3.0% | -7.6% | -5.6% |
| 30D | -0.3% | -4.2% | +3.9% | +1.1% |
| 3M | +35.4% | -3.9% | +39.3% | +37.2% |
| 6M | +21.7% | -9.8% | +31.5% | +25.4% |
| YTD | +14.9% | -7.3% | +22.1% | +17.1% |
| 1Y | +3.2% | -2.2% | +5.4% | +2.9% |
| 3Y | -27.1% | +11.9% | -39.0% | -31.4% |
| 5Y | -44.4% | -16.9% | -27.4% | -42.2% |
| All | +25.3% | -4.9% | +30.3% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling