+517.6%
SPMO vs TSN
-4.9%
+522.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -0.9% | +3.0% | -4.0% | -1.4% |
| 30D | -1.9% | -4.2% | +2.3% | -1.3% |
| 3M | -1.4% | -3.9% | +2.5% | -1.1% |
| 6M | +25.5% | -9.8% | +35.3% | +26.9% |
| YTD | +24.8% | -7.3% | +32.1% | +25.4% |
| 1Y | +24.5% | -2.2% | +26.7% | +23.6% |
| 3Y | +157.1% | +11.9% | +145.3% | +144.9% |
| 5Y | +149.5% | -16.9% | +166.4% | +152.0% |
| All | +517.6% | -4.9% | +522.5% | +478.8% |
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