+69.5%
SMTC vs TSN
+12.4%
+57.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.3% | -4.5% |
| 7D | +11.0% | -1.4% | +12.5% | +10.1% |
| 30D | -28.5% | +8.5% | -37.0% | -25.0% |
| 3M | -14.2% | +5.3% | -19.5% | -11.2% |
| 6M | -18.0% | -10.5% | -7.5% | -17.1% |
| YTD | +55.5% | +3.0% | +52.5% | +53.2% |
| 1Y | +69.5% | +12.1% | +57.4% | +59.1% |
| All | +69.5% | +12.4% | +57.1% | +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