-7.0%
TSN vs GPC
+83.6%
-90.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -7.3% | -0.6% | -6.7% | -7.2% |
| 30D | -8.6% | +1.3% | -9.9% | -9.1% |
| 3M | -7.5% | +37.1% | -44.6% | -16.6% |
| 6M | -14.1% | +23.2% | -37.3% | -20.2% |
| YTD | -9.4% | +13.1% | -22.5% | -14.2% |
| 1Y | -4.1% | +0.9% | -4.9% | -5.8% |
| 3Y | +10.3% | -0.8% | +11.1% | +6.0% |
| 5Y | -19.7% | +31.1% | -50.8% | -31.4% |
| 10Y | -7.0% | +87.4% | -94.4% | -28.9% |
| All | -7.0% | +83.6% | -90.6% | -28.9% |
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