+82.3%
SPYM vs TSN
-20.2%
+102.5%
-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% | +11.3% | +4.8% |
| 6M | +13.0% | -14.1% | +27.2% | +15.3% |
| YTD | +12.5% | -9.4% | +21.9% | +13.4% |
| 1Y | +18.6% | -4.1% | +22.7% | +18.0% |
| 3Y | +78.0% | +10.3% | +67.7% | +68.7% |
| 5Y | +82.3% | -19.7% | +102.0% | +94.3% |
| All | +82.3% | -20.2% | +102.5% | +94.3% |
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