-2.0%
TSN vs GAP
-9.4%
+7.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.5% |
| 7D | +1.4% | -6.3% | +7.7% | +1.7% |
| 30D | -6.2% | -0.2% | -5.9% | -6.2% |
| 3M | -5.7% | 0.0% | -5.7% | -5.9% |
| 6M | -11.4% | -8.1% | -3.3% | -11.5% |
| YTD | -8.2% | -16.5% | +8.3% | -7.7% |
| 1Y | -2.0% | -10.5% | +8.4% | -1.9% |
| All | -2.0% | -9.4% | +7.4% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling