+576.6%
SPMO vs TSN
+47.7%
+528.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | +3.4% | -5.0% | +8.4% | +4.1% |
| 30D | +0.5% | -9.1% | +9.6% | +1.9% |
| 3M | +1.9% | -7.4% | +9.3% | +2.8% |
| 6M | +27.8% | -13.4% | +41.2% | +30.0% |
| YTD | +26.7% | -8.5% | +35.1% | +27.5% |
| 1Y | +28.9% | -3.2% | +32.1% | +28.2% |
| 3Y | +160.7% | +11.5% | +149.2% | +149.6% |
| 5Y | +150.2% | -19.5% | +169.7% | +154.0% |
| 10Y | +517.5% | -9.1% | +526.6% | +485.3% |
| All | +576.6% | +47.7% | +528.9% | +555.3% |
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