+257.9%
SPOT vs TSN
+41.9%
+216.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.4% |
| 7D | +1.6% | -1.4% | +3.0% | +1.7% |
| 30D | +16.9% | +8.5% | +8.4% | +16.5% |
| 3M | +23.0% | +5.3% | +17.7% | +22.7% |
| 6M | +42.2% | -10.5% | +52.7% | +41.7% |
| YTD | +5.5% | +3.0% | +2.5% | +5.4% |
| 1Y | -5.1% | +12.1% | -17.2% | -4.8% |
| 3Y | +257.9% | +43.1% | +214.8% | +241.9% |
| All | +257.9% | +41.9% | +216.0% | +241.9% |
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