+72.2%
SMTC vs TSN
+19.9%
+52.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +5.4% | -18.3% | -10.0% |
| 7D | -24.5% | +8.4% | -32.9% | -20.8% |
| 30D | -42.5% | +16.1% | -58.5% | -38.0% |
| 3M | -14.1% | +3.2% | -17.2% | -11.8% |
| 6M | +3.6% | -11.1% | +14.7% | +5.7% |
| YTD | +50.6% | +5.1% | +45.5% | +50.6% |
| 1Y | +72.2% | +19.4% | +52.8% | +59.1% |
| All | +72.2% | +19.9% | +52.3% | +59.1% |
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