+43.2%
TSN vs SFM
+23.1%
+20.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.3% |
| 7D | +4.9% | -10.2% | +15.1% | +5.2% |
| 30D | +12.1% | -23.9% | +35.9% | +12.8% |
| 3M | +4.1% | -42.3% | +46.4% | +5.7% |
| 6M | -10.9% | -40.1% | +29.3% | -9.6% |
| YTD | +4.8% | -37.8% | +42.6% | +6.1% |
| 1Y | +17.6% | -37.1% | +54.7% | +19.0% |
| 3Y | +43.2% | +21.5% | +21.7% | +18.0% |
| All | +43.2% | +23.1% | +20.1% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling