+78.5%
SPY vs TSN
+13.0%
+65.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | +0.5% | -5.0% | +5.6% | +0.8% |
| 30D | -0.9% | -9.1% | +8.1% | -0.4% |
| 3M | +3.9% | -7.4% | +11.3% | +4.3% |
| 6M | +14.5% | -13.4% | +27.9% | +15.4% |
| YTD | +12.9% | -8.5% | +21.4% | +13.1% |
| 1Y | +19.4% | -3.2% | +22.5% | +18.7% |
| 3Y | +78.5% | +11.5% | +67.0% | +68.7% |
| All | +78.5% | +13.0% | +65.5% | +68.7% |
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