+3.2%
GPN vs TSN
-1.7%
+4.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -4.6% | +3.0% | -7.6% | -5.5% |
| 30D | -0.3% | -4.2% | +3.9% | +0.9% |
| 3M | +35.4% | -3.9% | +39.3% | +37.5% |
| 6M | +21.7% | -9.8% | +31.5% | +23.3% |
| YTD | +14.9% | -7.3% | +22.1% | +15.8% |
| 1Y | +3.2% | -2.2% | +5.4% | +1.9% |
| All | +3.2% | -1.7% | +4.9% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling