-17.8%
TSN vs SPYG
+82.6%
-100.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +1.4% | -1.8% | +3.2% | +1.7% |
| 30D | -6.2% | -1.9% | -4.2% | -5.9% |
| 3M | -5.7% | +5.2% | -10.8% | -6.7% |
| 6M | -11.4% | +15.6% | -26.9% | -14.1% |
| YTD | -8.2% | +12.4% | -20.6% | -10.6% |
| 1Y | -2.0% | +17.5% | -19.5% | -5.6% |
| 3Y | +11.9% | +98.1% | -86.2% | -8.5% |
| 5Y | -17.8% | +84.9% | -102.7% | -34.9% |
| All | -17.8% | +82.6% | -100.3% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling