+499.6%
SMTC vs TSN
-5.9%
+505.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.4% |
| 7D | +17.5% | +1.4% | +16.2% | +17.0% |
| 30D | +21.3% | -6.2% | +27.5% | +23.6% |
| 3M | +3.1% | -5.7% | +8.8% | +4.1% |
| 6M | +81.7% | -11.4% | +93.1% | +85.0% |
| YTD | +115.9% | -8.2% | +124.1% | +116.2% |
| 1Y | +157.8% | -2.0% | +159.8% | +150.7% |
| 3Y | +557.3% | +11.9% | +545.4% | +485.7% |
| 5Y | +114.7% | -17.8% | +132.4% | +114.7% |
| All | +499.6% | -5.9% | +505.5% | +405.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling