+1.5%
SMR vs TSN
-34.3%
+35.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -6.9% | -5.6% |
| 7D | +4.7% | +1.4% | +3.4% | +4.6% |
| 30D | +3.2% | -6.2% | +9.4% | +3.6% |
| 3M | +9.9% | -5.7% | +15.6% | +10.2% |
| 6M | -15.1% | -11.4% | -3.8% | -14.8% |
| YTD | -27.9% | -8.2% | -19.8% | -28.0% |
| 1Y | -70.2% | -2.0% | -68.2% | -70.6% |
| 3Y | +72.5% | +11.9% | +60.6% | +56.1% |
| All | +1.5% | -34.3% | +35.8% | -5.0% |
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