-79.9%
SMR vs TSN
+12.4%
-92.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.5% |
| 7D | -8.3% | -1.4% | -6.8% | -8.7% |
| 30D | -20.1% | +8.5% | -28.6% | -18.1% |
| 3M | -52.7% | +5.3% | -58.0% | -51.8% |
| 6M | -61.0% | -10.5% | -50.5% | -61.5% |
| YTD | -67.1% | +3.0% | -70.1% | -66.2% |
| 1Y | -79.9% | +12.1% | -92.0% | -79.8% |
| All | -79.9% | +12.4% | -92.3% | -79.8% |
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 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