+146.9%
SMTC vs TSN
-5.8%
+152.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.7% | +9.9% | +9.0% |
| 7D | +12.7% | -6.3% | +19.1% | +10.1% |
| 30D | +22.0% | -10.8% | +32.8% | +16.8% |
| 3M | -12.7% | -8.8% | -3.9% | -15.1% |
| 6M | +64.8% | -16.8% | +81.6% | +55.3% |
| YTD | +100.7% | -10.0% | +110.7% | +88.4% |
| 1Y | +146.9% | -5.3% | +152.1% | +129.8% |
| All | +146.9% | -5.8% | +152.7% | +129.8% |
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