+356.1%
TSN vs GNRC
+2,020.8%
-1,664.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +1.7% |
| 7D | +1.4% | -0.7% | +2.1% | +1.4% |
| 30D | -6.2% | -15.8% | +9.7% | -4.3% |
| 3M | -5.7% | -24.0% | +18.4% | -3.2% |
| 6M | -11.4% | -13.8% | +2.4% | -11.1% |
| YTD | -8.2% | +33.2% | -41.4% | -13.4% |
| 1Y | -2.0% | -1.8% | -0.2% | -4.3% |
| 3Y | +11.9% | +57.7% | -45.9% | 0.0% |
| 5Y | -17.8% | -59.7% | +42.0% | -14.8% |
| 10Y | -5.7% | +430.7% | -436.4% | -39.8% |
| All | +356.1% | +2,020.8% | -1,664.7% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling