-19.7%
TSN vs GAP
+6.6%
-26.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.5% | -0.6% |
| 7D | -7.3% | -3.2% | -4.1% | -7.0% |
| 30D | -8.6% | -0.7% | -7.9% | -8.7% |
| 3M | -7.5% | -0.5% | -7.0% | -7.7% |
| 6M | -14.1% | -5.0% | -9.1% | -14.2% |
| YTD | -9.4% | -14.7% | +5.2% | -8.8% |
| 1Y | -4.1% | -8.6% | +4.6% | -4.3% |
| 3Y | +10.3% | +108.4% | -98.0% | -5.3% |
| 5Y | -19.7% | +5.8% | -25.5% | -28.4% |
| All | -19.7% | +6.6% | -26.3% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling