+295.5%
SPGI vs TSN
-9.5%
+305.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.6% |
| 7D | -2.5% | -5.0% | +2.6% | -1.3% |
| 30D | +5.4% | -9.1% | +14.5% | +7.9% |
| 3M | +9.0% | -7.4% | +16.4% | +11.0% |
| 6M | +0.8% | -13.4% | +14.1% | +4.0% |
| YTD | -12.6% | -8.5% | -4.1% | -11.2% |
| 1Y | -16.1% | -3.2% | -12.9% | -16.3% |
| 3Y | +19.0% | +11.5% | +7.5% | +12.8% |
| 5Y | +5.1% | -19.5% | +24.6% | +7.6% |
| 10Y | +295.5% | -9.1% | +304.6% | +271.8% |
| All | +295.5% | -9.5% | +305.0% | +271.8% |
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 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