+63.7%
SPG vs TSN
-9.4%
+73.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -1.9% |
| 7D | -1.7% | -7.3% | +5.6% | +2.2% |
| 30D | -6.3% | -8.6% | +2.4% | -1.9% |
| 3M | -2.4% | -7.5% | +5.1% | +1.2% |
| 6M | +9.6% | -14.1% | +23.8% | +17.3% |
| YTD | +14.2% | -9.4% | +23.6% | +18.2% |
| 1Y | +19.3% | -4.1% | +23.4% | +18.8% |
| 3Y | +106.7% | +10.3% | +96.4% | +82.8% |
| 5Y | +104.2% | -19.7% | +123.9% | +113.2% |
| 10Y | +63.7% | -7.0% | +70.7% | +38.4% |
| All | +63.7% | -9.4% | +73.1% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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