+5,961.7%
SPG vs TSN
+514.1%
+5,447.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +5.6% | +5.8% | -0.3% | +3.7% |
| 30D | +17.6% | +12.8% | +4.7% | +13.2% |
| 3M | +7.5% | +6.5% | +1.0% | +5.1% |
| 6M | +18.5% | -10.3% | +28.8% | +22.1% |
| YTD | +30.9% | +5.5% | +25.4% | +27.6% |
| 1Y | +34.1% | +15.8% | +18.3% | +26.7% |
| 3Y | +135.5% | +42.5% | +93.0% | +105.6% |
| 5Y | +86.5% | -14.3% | +100.9% | +89.4% |
| 10Y | +116.1% | +18.2% | +97.9% | +99.3% |
| All | +5,961.7% | +514.1% | +5,447.6% | +3,127.9% |
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 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