+554.6%
TSN vs SPXU
-100.0%
+654.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -0.5% |
| 7D | -1.4% | -7.6% | +6.1% | -2.9% |
| 30D | +8.5% | +5.3% | +3.2% | +9.9% |
| 3M | +5.3% | +9.6% | -4.4% | +7.6% |
| 6M | -10.5% | -4.5% | -6.0% | -10.9% |
| YTD | +3.0% | -25.9% | +28.8% | -2.2% |
| 1Y | +12.1% | -28.9% | +41.0% | +5.8% |
| 3Y | +43.1% | -80.5% | +123.6% | +6.3% |
| 5Y | -15.1% | -83.4% | +68.3% | -33.4% |
| 10Y | +14.8% | -99.5% | +114.3% | -51.1% |
| All | +554.6% | -100.0% | +654.6% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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