+42.2%
TSN vs GPC
+1.0%
+41.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | +4.6% | +1.6% | +3.1% | +4.3% |
| 30D | +15.4% | -2.1% | +17.5% | +15.8% |
| 3M | +2.9% | -6.8% | +9.7% | +4.2% |
| 6M | -10.8% | +18.6% | -29.4% | -14.6% |
| YTD | +4.5% | +2.7% | +1.8% | +2.2% |
| 1Y | +19.5% | +1.8% | +17.7% | +17.2% |
| 3Y | +42.2% | +1.1% | +41.2% | +30.6% |
| All | +42.2% | +1.0% | +41.2% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling