-6.8%
TSN vs SPYG
+424.6%
-431.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +3.0% | -0.9% | +3.9% | +3.4% |
| 30D | -4.2% | -1.5% | -2.7% | -3.7% |
| 3M | -3.9% | +3.7% | -7.6% | -5.5% |
| 6M | -9.8% | +16.4% | -26.3% | -15.4% |
| YTD | -7.3% | +13.3% | -20.6% | -12.2% |
| 1Y | -2.2% | +17.9% | -20.1% | -9.0% |
| 3Y | +11.9% | +98.3% | -86.5% | -19.3% |
| 5Y | -16.9% | +86.4% | -103.4% | -39.6% |
| All | -6.8% | +424.6% | -431.4% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling