+141.5%
TSN vs SFM
+132.6%
+9.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.5% | -0.9% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -10.8% | -4.4% | -6.4% | -10.5% |
| 3M | -8.8% | +1.5% | -10.3% | -9.1% |
| 6M | -16.8% | +6.5% | -23.3% | -17.6% |
| YTD | -10.0% | +2.2% | -12.2% | -10.7% |
| 1Y | -5.3% | -41.9% | +36.6% | -1.4% |
| 3Y | +8.5% | +106.8% | -98.2% | -2.5% |
| 5Y | -22.9% | +231.6% | -254.5% | -35.1% |
| 10Y | -12.6% | +258.4% | -271.1% | -28.9% |
| All | +141.5% | +132.6% | +9.0% | +103.6% |
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