+427.3%
TSN vs SPY
+3,091.8%
-2,664.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -6.3% | +0.1% | -6.4% | -6.4% |
| 30D | -10.8% | +0.1% | -10.9% | -10.9% |
| 3M | -8.8% | +2.0% | -10.7% | -10.4% |
| 6M | -16.8% | +13.0% | -29.8% | -24.0% |
| YTD | -10.0% | +13.5% | -23.5% | -18.1% |
| 1Y | -5.3% | +20.0% | -25.2% | -17.2% |
| 3Y | +8.5% | +77.2% | -68.7% | -29.4% |
| 5Y | -22.9% | +81.9% | -104.8% | -51.6% |
| 10Y | -12.6% | +314.1% | -326.7% | -70.3% |
| All | +427.3% | +3,091.8% | -2,664.4% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling