+571.7%
SMTC vs TSN
+13.0%
+558.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.7% | +8.3% | +10.0% |
| 7D | +22.9% | -5.0% | +28.0% | +22.6% |
| 30D | +16.6% | -9.1% | +25.7% | +16.1% |
| 3M | +2.4% | -7.4% | +9.8% | +1.9% |
| 6M | +98.3% | -13.4% | +111.6% | +96.2% |
| YTD | +120.7% | -8.5% | +129.2% | +116.3% |
| 1Y | +168.3% | -3.2% | +171.4% | +159.7% |
| 3Y | +571.7% | +11.5% | +560.2% | +398.0% |
| All | +571.7% | +13.0% | +558.7% | +398.0% |
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