-6.8%
TSN vs GWRE
+131.0%
-137.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +3.0% | -13.2% | +16.3% | +4.6% |
| 30D | -4.2% | -18.6% | +14.4% | -2.6% |
| 3M | -3.9% | +18.9% | -22.8% | -6.9% |
| 6M | -9.8% | -11.0% | +1.1% | -10.3% |
| YTD | -7.3% | -29.9% | +22.6% | -5.0% |
| 1Y | -2.2% | -44.3% | +42.1% | +3.4% |
| 3Y | +11.9% | +51.7% | -39.8% | -2.2% |
| 5Y | -16.9% | +15.4% | -32.4% | -25.0% |
| All | -6.8% | +131.0% | -137.8% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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