+13,845.6%
SPGI vs TSN
+890.5%
+12,955.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +0.1% | -6.3% | +6.5% | +1.4% |
| 30D | +8.4% | -10.8% | +19.2% | +10.9% |
| 3M | +11.8% | -8.8% | +20.6% | +13.9% |
| 6M | +5.7% | -16.8% | +22.5% | +9.5% |
| YTD | -9.7% | -10.0% | +0.3% | -8.1% |
| 1Y | -12.5% | -5.3% | -7.2% | -12.1% |
| 3Y | +21.8% | +8.5% | +13.3% | +17.8% |
| 5Y | +8.2% | -22.9% | +31.1% | +11.4% |
| 10Y | +309.5% | -12.6% | +322.2% | +296.6% |
| All | +13,845.6% | +890.5% | +12,955.2% | +6,731.6% |
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