+12.4%
SPGI vs TSN
-13.6%
+26.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -0.9% | +4.9% | -5.7% | -1.9% |
| 30D | +15.5% | +12.1% | +3.5% | +12.7% |
| 3M | +15.7% | +4.1% | +11.6% | +14.5% |
| 6M | +19.1% | -10.9% | +29.9% | +21.7% |
| YTD | -4.1% | +4.8% | -8.9% | -5.6% |
| 1Y | +1.2% | +17.6% | -16.4% | -3.2% |
| 3Y | +31.6% | +43.2% | -11.6% | +19.1% |
| 5Y | +12.4% | -13.9% | +26.3% | +14.7% |
| All | +12.4% | -13.6% | +26.0% | +14.7% |
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