+81.7%
SPY vs TSN
-20.2%
+101.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -0.4% | -7.3% | +6.9% | +0.8% |
| 30D | -1.4% | -8.6% | +7.3% | 0.0% |
| 3M | +3.7% | -7.5% | +11.2% | +4.8% |
| 6M | +13.0% | -14.1% | +27.1% | +15.3% |
| YTD | +12.4% | -9.4% | +21.8% | +13.3% |
| 1Y | +18.5% | -4.1% | +22.6% | +17.9% |
| 3Y | +77.6% | +10.3% | +67.3% | +68.3% |
| 5Y | +81.7% | -19.7% | +101.4% | +93.4% |
| All | +81.7% | -20.2% | +101.9% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling