-27.1%
GPN vs TSN
+13.0%
-40.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -4.6% | +3.0% | -7.6% | -5.7% |
| 30D | -0.3% | -4.2% | +3.9% | +1.2% |
| 3M | +35.4% | -3.9% | +39.3% | +37.4% |
| 6M | +21.7% | -9.8% | +31.5% | +25.1% |
| YTD | +14.9% | -7.3% | +22.1% | +16.7% |
| 1Y | +3.2% | -2.2% | +5.4% | +2.2% |
| 3Y | -27.1% | +11.9% | -39.0% | -36.3% |
| All | -27.1% | +13.0% | -40.1% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling