-19.5%
TSN vs SFM
+219.5%
-239.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +2.1% |
| 7D | -5.0% | -5.8% | +0.8% | -4.7% |
| 30D | -9.1% | -11.4% | +2.3% | -8.4% |
| 3M | -7.4% | -12.2% | +4.8% | -6.8% |
| 6M | -13.4% | -5.2% | -8.2% | -13.4% |
| YTD | -8.5% | -4.5% | -4.0% | -8.6% |
| 1Y | -3.2% | -45.4% | +42.2% | +0.8% |
| 3Y | +11.5% | +91.1% | -79.6% | -1.4% |
| 5Y | -19.5% | +226.8% | -246.3% | -36.4% |
| All | -19.5% | +219.5% | -239.0% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling