+2,520.1%
GPN vs TSN
+569.5%
+1,950.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.0% | -3.8% |
| 7D | -0.7% | -5.0% | +4.3% | +0.6% |
| 30D | +3.8% | -9.1% | +12.9% | +6.3% |
| 3M | +39.2% | -7.4% | +46.6% | +41.9% |
| 6M | +17.9% | -13.4% | +31.3% | +21.8% |
| YTD | +16.4% | -8.5% | +24.8% | +18.5% |
| 1Y | +3.6% | -3.2% | +6.8% | +3.9% |
| 3Y | -26.7% | +11.5% | -38.2% | -29.4% |
| 5Y | -44.8% | -19.5% | -25.3% | -42.7% |
| 10Y | +24.1% | -9.1% | +33.3% | +21.2% |
| All | +2,520.1% | +569.5% | +1,950.7% | +1,314.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling