+122.9%
SPMO vs TSN
+41.9%
+81.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.6% |
| 7D | +6.3% | -1.4% | +7.8% | +6.2% |
| 30D | -8.9% | +8.5% | -17.3% | -8.4% |
| 3M | -13.2% | +5.3% | -18.5% | -12.9% |
| 6M | -9.3% | -10.5% | +1.2% | -8.7% |
| YTD | +11.6% | +3.0% | +8.6% | +11.9% |
| 1Y | +13.4% | +12.1% | +1.3% | +13.5% |
| 3Y | +122.9% | +43.1% | +79.8% | +121.6% |
| All | +122.9% | +41.9% | +81.0% | +121.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling