-53.7%
SMR vs TSN
-26.4%
-27.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.3% |
| 7D | -8.3% | -1.4% | -6.8% | -8.2% |
| 30D | -20.1% | +8.5% | -28.6% | -20.3% |
| 3M | -52.7% | +5.3% | -58.0% | -52.8% |
| 6M | -61.0% | -10.5% | -50.5% | -60.6% |
| YTD | -67.1% | +3.0% | -70.1% | -67.3% |
| 1Y | -79.9% | +12.1% | -92.0% | -80.3% |
| 3Y | +101.7% | +43.1% | +58.6% | +76.0% |
| All | -53.7% | -26.4% | -27.3% | -56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling