+7.5%
SMR vs TSN
-35.2%
+42.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.2% |
| 7D | +13.1% | -7.3% | +20.4% | +13.5% |
| 30D | +17.8% | -8.6% | +26.4% | +18.3% |
| 3M | +8.1% | -7.5% | +15.6% | +8.5% |
| 6M | -11.1% | -14.1% | +3.0% | -10.5% |
| YTD | -23.7% | -9.4% | -14.3% | -23.7% |
| 1Y | -69.4% | -4.1% | -65.3% | -69.7% |
| 3Y | +82.6% | +10.3% | +72.3% | +65.5% |
| All | +7.5% | -35.2% | +42.7% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling