+1,059.0%
TSN vs GAP
+2,180.4%
-1,121.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.4% |
| 7D | -0.3% | -9.3% | +9.1% | +1.1% |
| 30D | +11.8% | -5.5% | +17.2% | +12.6% |
| 3M | +7.1% | +3.5% | +3.6% | +6.1% |
| 6M | -9.2% | +0.7% | -9.8% | -10.1% |
| YTD | +4.8% | -13.4% | +18.1% | +5.4% |
| 1Y | +11.6% | -7.7% | +19.3% | +11.0% |
| 3Y | +41.5% | +74.4% | -32.9% | +20.3% |
| 5Y | -15.5% | +5.3% | -20.9% | -25.6% |
| 10Y | +16.9% | +4.7% | +12.2% | -7.5% |
| All | +1,059.0% | +2,180.4% | -1,121.4% | +346.2% |
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