+11.9%
TSN vs GWRE
+50.1%
-38.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | +3.0% | -13.2% | +16.3% | +3.2% |
| 30D | -4.2% | -18.6% | +14.4% | -4.1% |
| 3M | -3.9% | +18.9% | -22.8% | -4.6% |
| 6M | -9.8% | -11.0% | +1.1% | -10.1% |
| YTD | -7.3% | -29.9% | +22.6% | -7.2% |
| 1Y | -2.2% | -44.3% | +42.1% | -1.6% |
| 3Y | +11.9% | +51.7% | -39.8% | +6.4% |
| All | +11.9% | +50.1% | -38.2% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling