+5,923.7%
SPG vs TSN
+509.9%
+5,413.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +5.1% | +4.9% | +0.2% | +3.5% |
| 30D | +16.8% | +12.1% | +4.8% | +12.7% |
| 3M | +5.7% | +4.1% | +1.5% | +4.1% |
| 6M | +17.8% | -10.9% | +28.7% | +21.6% |
| YTD | +30.1% | +4.8% | +25.3% | +27.1% |
| 1Y | +32.8% | +17.6% | +15.1% | +24.8% |
| 3Y | +137.2% | +43.2% | +94.0% | +106.7% |
| 5Y | +81.5% | -13.9% | +95.3% | +83.9% |
| 10Y | +116.5% | +11.8% | +104.7% | +102.5% |
| All | +5,923.7% | +509.9% | +5,413.9% | +3,114.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling