-2.2%
TSN vs GWRE
-44.7%
+42.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | +3.0% | -13.2% | +16.3% | +3.1% |
| 30D | -4.2% | -18.6% | +14.4% | -4.3% |
| 3M | -3.9% | +18.9% | -22.8% | -4.8% |
| 6M | -9.8% | -11.0% | +1.1% | -10.0% |
| YTD | -7.3% | -29.9% | +22.6% | -6.4% |
| 1Y | -2.2% | -44.3% | +42.1% | -3.5% |
| All | -2.2% | -44.7% | +42.5% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling