+1,038.6%
TSN vs GAP
+2,131.7%
-1,093.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.4% | -1.9% | +0.5% | -1.2% |
| 30D | +8.5% | -7.1% | +15.5% | +9.6% |
| 3M | +5.3% | +4.1% | +1.2% | +4.2% |
| 6M | -10.5% | +1.9% | -12.4% | -11.6% |
| YTD | +3.0% | -15.2% | +18.2% | +3.9% |
| 1Y | +12.1% | -10.6% | +22.8% | +12.1% |
| 3Y | +43.1% | +74.6% | -31.5% | +21.5% |
| 5Y | -15.1% | +3.7% | -18.7% | -25.0% |
| 10Y | +14.8% | +2.4% | +12.4% | -8.8% |
| All | +1,038.6% | +2,131.7% | -1,093.0% | +339.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling