-5.3%
TSN vs GNRC
+6.8%
-12.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -0.5% |
| 7D | -6.3% | +1.9% | -8.2% | -6.2% |
| 30D | -10.8% | -13.8% | +3.0% | -11.4% |
| 3M | -8.8% | -32.6% | +23.9% | -10.2% |
| 6M | -16.8% | -15.2% | -1.6% | -18.0% |
| YTD | -10.0% | +37.4% | -47.4% | -11.4% |
| 1Y | -5.3% | +5.1% | -10.4% | -6.9% |
| All | -5.3% | +6.8% | -12.0% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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