+311.1%
SPOT vs TSN
+8.8%
+302.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +1.6% | -1.4% | +3.0% | +1.8% |
| 30D | +16.9% | +8.5% | +8.4% | +15.6% |
| 3M | +23.0% | +5.3% | +17.7% | +22.0% |
| 6M | +42.2% | -10.5% | +52.7% | +44.2% |
| YTD | +5.5% | +3.0% | +2.5% | +4.7% |
| 1Y | -5.1% | +12.1% | -17.2% | -7.0% |
| 3Y | +257.9% | +43.1% | +214.8% | +231.7% |
| 5Y | +118.4% | -15.1% | +133.4% | +121.4% |
| All | +311.1% | +8.8% | +302.3% | +262.4% |
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