+507.7%
TSN vs SPY
+3,045.4%
-2,537.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.8% |
| 7D | -1.4% | +3.3% | -4.7% | -3.6% |
| 30D | +10.2% | -2.7% | +12.9% | +12.0% |
| 3M | +7.2% | -1.7% | +8.9% | +8.1% |
| 6M | -10.6% | +3.1% | -13.7% | -13.1% |
| YTD | +3.7% | +11.9% | -8.2% | -5.0% |
| 1Y | +13.5% | +12.0% | +1.5% | +3.9% |
| 3Y | +40.1% | +78.2% | -38.1% | -9.4% |
| 5Y | -14.5% | +73.2% | -87.7% | -44.5% |
| 10Y | +15.7% | +309.6% | -294.0% | -60.6% |
| All | +507.7% | +3,045.4% | -2,537.7% | -47.1% |
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