+106.9%
SPG vs TSN
-20.8%
+127.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.6% |
| 7D | 0.0% | -5.0% | +5.1% | +1.5% |
| 30D | -4.9% | -9.1% | +4.1% | -2.1% |
| 3M | +3.3% | -7.4% | +10.7% | +5.6% |
| 6M | +11.2% | -13.4% | +24.6% | +15.7% |
| YTD | +17.1% | -8.5% | +25.5% | +19.2% |
| 1Y | +21.6% | -3.2% | +24.8% | +21.0% |
| 3Y | +111.9% | +11.5% | +100.4% | +94.6% |
| 5Y | +106.9% | -19.5% | +126.4% | +115.9% |
| All | +106.9% | -20.8% | +127.7% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling