+181.2%
TSN vs SFM
+41.7%
+139.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +4.9% | -10.2% | +15.1% | +5.8% |
| 30D | +12.1% | -23.9% | +35.9% | +14.2% |
| 3M | +4.1% | -42.3% | +46.4% | +8.5% |
| 6M | -10.9% | -40.1% | +29.3% | -7.6% |
| YTD | +4.8% | -37.8% | +42.6% | +8.0% |
| 1Y | +17.6% | -37.1% | +54.7% | +21.0% |
| 3Y | +43.2% | +21.5% | +21.7% | +34.1% |
| 5Y | -13.9% | +103.8% | -117.7% | -24.8% |
| 10Y | +11.8% | +142.0% | -130.1% | -6.5% |
| All | +181.2% | +41.7% | +139.6% | +145.9% |
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