-3.6%
SMR vs TSN
-35.6%
+32.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.5% |
| 7D | +4.4% | -6.3% | +10.7% | +4.8% |
| 30D | +3.4% | -10.8% | +14.2% | +4.1% |
| 3M | -19.2% | -8.8% | -10.4% | -18.8% |
| 6M | -22.6% | -16.8% | -5.8% | -21.9% |
| YTD | -31.5% | -10.0% | -21.5% | -31.6% |
| 1Y | -73.1% | -5.3% | -67.8% | -73.3% |
| 3Y | +55.0% | +8.5% | +46.4% | +40.8% |
| All | -3.6% | -35.6% | +32.1% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling