+472.2%
TSN vs SPXU
-100.0%
+572.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.4% |
| 7D | -6.3% | -0.1% | -6.2% | -6.4% |
| 30D | -10.8% | +0.8% | -11.6% | -10.7% |
| 3M | -8.8% | -4.7% | -4.1% | -9.5% |
| 6M | -16.8% | -29.6% | +12.8% | -22.2% |
| YTD | -10.0% | -29.9% | +19.9% | -15.8% |
| 1Y | -5.3% | -39.1% | +33.8% | -13.6% |
| 3Y | +8.5% | -80.0% | +88.5% | -18.8% |
| 5Y | -22.9% | -86.0% | +63.1% | -41.9% |
| 10Y | -12.6% | -99.5% | +86.9% | -63.3% |
| All | +472.2% | -100.0% | +572.2% | +13.9% |
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