+895.4%
TSN vs GPC
+2,341.8%
-1,446.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -6.3% | +1.2% | -7.5% | -6.8% |
| 30D | -10.8% | +6.0% | -16.8% | -12.8% |
| 3M | -8.8% | +42.6% | -51.4% | -20.8% |
| 6M | -16.8% | +22.8% | -39.6% | -23.9% |
| YTD | -10.0% | +15.5% | -25.4% | -16.4% |
| 1Y | -5.3% | +2.0% | -7.3% | -7.8% |
| 3Y | +8.5% | -1.4% | +10.0% | +3.6% |
| 5Y | -22.9% | +30.6% | -53.5% | -35.5% |
| 10Y | -12.6% | +80.6% | -93.2% | -38.9% |
| All | +895.4% | +2,341.8% | -1,446.4% | +200.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling