+692.0%
SMTC vs TSN
+45.5%
+646.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.4% |
| 7D | -10.9% | +5.8% | -16.8% | -9.7% |
| 30D | -39.4% | +12.8% | -52.2% | -38.0% |
| 3M | -13.5% | +6.5% | -20.0% | -12.1% |
| 6M | -6.8% | -10.3% | +3.4% | -5.2% |
| YTD | +54.0% | +5.5% | +48.5% | +54.7% |
| 1Y | +50.8% | +15.8% | +35.0% | +49.8% |
| All | +692.0% | +45.5% | +646.5% | +485.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling