-19.7%
TSN vs SPY
+81.0%
-100.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.9% |
| 7D | -7.3% | -0.4% | -6.9% | -7.2% |
| 30D | -8.6% | -1.4% | -7.3% | -8.2% |
| 3M | -7.5% | +3.7% | -11.2% | -8.9% |
| 6M | -14.1% | +13.0% | -27.1% | -18.3% |
| YTD | -9.4% | +12.4% | -21.8% | -13.7% |
| 1Y | -4.1% | +18.5% | -22.6% | -10.5% |
| 3Y | +10.3% | +77.6% | -67.3% | -16.0% |
| 5Y | -19.7% | +81.7% | -101.4% | -41.2% |
| All | -19.7% | +81.0% | -100.7% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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