-85.6%
SMR vs TSN
+19.9%
-105.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.4% | -9.9% | -2.9% |
| 7D | -9.5% | +8.4% | -18.0% | -7.3% |
| 30D | -33.2% | +16.1% | -49.3% | -30.3% |
| 3M | -45.9% | +3.2% | -49.1% | -45.0% |
| 6M | -57.9% | -11.1% | -46.8% | -58.5% |
| YTD | -63.8% | +5.1% | -68.9% | -62.8% |
| 1Y | -85.6% | +19.4% | -105.0% | -86.3% |
| All | -85.6% | +19.9% | -105.5% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling