+11.9%
TSN vs GNRC
+61.6%
-49.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +1.0% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | -4.2% | -15.7% | +11.5% | -4.0% |
| 3M | -3.9% | -27.3% | +23.4% | -3.6% |
| 6M | -9.8% | -12.1% | +2.2% | -10.4% |
| YTD | -7.3% | +37.1% | -44.4% | -10.1% |
| 1Y | -2.2% | -0.5% | -1.7% | -3.7% |
| 3Y | +11.9% | +61.5% | -49.6% | +2.0% |
| All | +11.9% | +61.6% | -49.7% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling