+311.0%
SPYM vs TSN
+14.5%
+296.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +2.6% | -1.4% | +4.0% | +2.9% |
| 30D | -2.0% | +8.5% | -10.5% | -3.8% |
| 3M | -2.8% | +5.3% | -8.1% | -4.1% |
| 6M | +2.2% | -10.5% | +12.7% | +4.3% |
| YTD | +11.5% | +3.0% | +8.6% | +9.7% |
| 1Y | +13.5% | +12.1% | +1.4% | +9.3% |
| 3Y | +78.0% | +43.1% | +34.9% | +58.4% |
| 5Y | +73.1% | -15.1% | +88.2% | +75.2% |
| All | +311.0% | +14.5% | +296.5% | +273.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling