+133.6%
SPG vs TSN
+41.9%
+91.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | +2.0% | -1.4% | +3.4% | +2.3% |
| 30D | +17.2% | +8.5% | +8.8% | +15.1% |
| 3M | +6.3% | +5.3% | +1.0% | +4.9% |
| 6M | +18.7% | -10.5% | +29.2% | +21.3% |
| YTD | +30.1% | +3.0% | +27.1% | +28.2% |
| 1Y | +32.8% | +12.1% | +20.6% | +27.8% |
| 3Y | +133.6% | +43.1% | +90.5% | +98.8% |
| All | +133.6% | +41.9% | +91.7% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling