+264.0%
SPOT vs TSN
-4.9%
+268.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | -0.9% | -6.3% | +5.4% | 0.0% |
| 30D | +12.5% | -10.8% | +23.3% | +14.3% |
| 3M | +9.9% | -8.8% | +18.7% | +11.3% |
| 6M | +1.6% | -16.8% | +18.4% | +3.9% |
| YTD | -6.6% | -10.0% | +3.4% | -5.5% |
| 1Y | -22.9% | -5.3% | -17.7% | -22.7% |
| 3Y | +244.3% | +8.5% | +235.7% | +233.4% |
| 5Y | +117.8% | -22.9% | +140.7% | +123.5% |
| All | +264.0% | -4.9% | +268.9% | +227.2% |
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