+178.4%
TSN vs SFM
+46.8%
+131.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | -1.4% | -0.4% | -1.0% | -1.4% |
| 30D | +10.2% | -19.2% | +29.4% | +11.7% |
| 3M | +7.2% | -40.3% | +47.5% | +11.3% |
| 6M | -10.6% | -40.9% | +30.3% | -7.2% |
| YTD | +3.7% | -35.5% | +39.2% | +6.5% |
| 1Y | +13.5% | -37.4% | +50.9% | +16.8% |
| 3Y | +40.1% | +25.5% | +14.6% | +30.8% |
| 5Y | -14.5% | +113.0% | -127.5% | -25.6% |
| 10Y | +15.7% | +136.3% | -120.7% | -2.9% |
| All | +178.4% | +46.8% | +131.6% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling