+27.2%
GWW vs TSN
-1.7%
+28.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.7% |
| 7D | -3.4% | +3.0% | -6.4% | -3.4% |
| 30D | -1.9% | -4.2% | +2.3% | -1.9% |
| 3M | -2.4% | -3.9% | +1.5% | -2.4% |
| 6M | +15.7% | -9.8% | +25.6% | +16.0% |
| YTD | +27.6% | -7.3% | +34.9% | +27.8% |
| 1Y | +27.2% | -2.2% | +29.4% | +25.3% |
| All | +27.2% | -1.7% | +28.9% | +25.3% |
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 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