+18.2%
TSN vs SFM
+138.5%
-120.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.8% |
| 7D | +5.8% | -6.9% | +12.7% | +6.4% |
| 30D | +12.8% | -25.0% | +37.8% | +14.9% |
| 3M | +6.5% | -42.7% | +49.2% | +10.5% |
| 6M | -10.3% | -41.0% | +30.7% | -7.2% |
| YTD | +5.5% | -38.7% | +44.2% | +8.5% |
| 1Y | +15.8% | -38.1% | +53.9% | +18.9% |
| 3Y | +42.5% | +19.3% | +23.2% | +33.5% |
| 5Y | -14.3% | +103.1% | -117.5% | -25.0% |
| 10Y | +18.2% | +131.1% | -112.9% | +4.3% |
| All | +18.2% | +138.5% | -120.3% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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