+252.8%
SPOT vs TSN
-2.0%
+254.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -3.1% | +3.0% | -6.1% | -3.5% |
| 30D | +7.4% | -4.2% | +11.6% | +8.0% |
| 3M | +8.2% | -3.9% | +12.1% | +8.7% |
| 6M | +2.2% | -9.8% | +12.1% | +3.4% |
| YTD | -9.5% | -7.3% | -2.2% | -8.8% |
| 1Y | -23.8% | -2.2% | -21.6% | -24.0% |
| 3Y | +233.5% | +11.9% | +221.6% | +221.6% |
| 5Y | +112.2% | -16.9% | +129.1% | +115.1% |
| All | +252.8% | -2.0% | +254.8% | +215.8% |
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