-7.0%
TSN vs SFM
+280.6%
-287.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.7% |
| 7D | -7.3% | -7.2% | -0.1% | -6.8% |
| 30D | -8.6% | -14.3% | +5.7% | -7.6% |
| 3M | -7.5% | -13.7% | +6.2% | -6.7% |
| 6M | -14.1% | -6.0% | -8.1% | -14.1% |
| YTD | -9.4% | -8.2% | -1.2% | -9.3% |
| 1Y | -4.1% | -46.2% | +42.2% | 0.0% |
| 3Y | +10.3% | +83.6% | -73.2% | +0.6% |
| 5Y | -19.7% | +212.7% | -232.4% | -31.5% |
| 10Y | -7.0% | +273.0% | -280.0% | -24.4% |
| All | -7.0% | +280.6% | -287.6% | -24.4% |
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