+11.8%
TSN vs GPC
+93.7%
-81.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.4% |
| 7D | +4.9% | +0.8% | +4.1% | +4.6% |
| 30D | +12.1% | -1.1% | +13.1% | +12.3% |
| 3M | +4.1% | -6.6% | +10.8% | +6.0% |
| 6M | -10.9% | +22.2% | -33.1% | -17.0% |
| YTD | +4.8% | +5.1% | -0.3% | +1.4% |
| 1Y | +17.6% | +2.8% | +14.8% | +14.6% |
| 3Y | +43.2% | +2.4% | +40.9% | +36.2% |
| 5Y | -13.9% | +7.8% | -21.6% | -21.3% |
| 10Y | +11.8% | +87.2% | -75.4% | -10.4% |
| All | +11.8% | +93.7% | -81.9% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling