+3,094.0%
SPY vs TSN
+424.6%
+2,669.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +0.1% | -6.3% | +6.4% | +1.4% |
| 30D | +0.1% | -10.8% | +10.9% | +2.3% |
| 3M | +2.0% | -8.8% | +10.7% | +3.6% |
| 6M | +13.0% | -16.8% | +29.8% | +16.7% |
| YTD | +13.5% | -10.0% | +23.5% | +15.2% |
| 1Y | +20.0% | -5.3% | +25.2% | +20.2% |
| 3Y | +77.2% | +8.5% | +68.7% | +70.7% |
| 5Y | +81.9% | -22.9% | +104.8% | +86.6% |
| 10Y | +314.1% | -12.6% | +326.7% | +299.4% |
| All | +3,094.0% | +424.6% | +2,669.5% | +1,727.6% |
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