+12.4%
TSN vs GAP
+2.4%
+10.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -1.4% | -5.2% | +3.8% | -0.8% |
| 30D | +10.2% | -6.9% | +17.1% | +11.1% |
| 3M | +7.2% | +5.7% | +1.5% | +6.0% |
| 6M | -10.6% | +0.9% | -11.5% | -11.4% |
| YTD | +3.7% | -14.5% | +18.2% | +4.4% |
| 1Y | +13.5% | -12.1% | +25.6% | +13.7% |
| 3Y | +40.1% | +72.2% | -32.1% | +20.3% |
| 5Y | -14.5% | +4.5% | -19.0% | -23.8% |
| All | +12.4% | +2.4% | +10.0% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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