+11.6%
TSN vs SM
+18.0%
-6.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.4% | +9.4% | -10.8% | -2.2% |
| 30D | +8.5% | -14.4% | +22.8% | +9.5% |
| 3M | +5.3% | +1.6% | +3.7% | +4.8% |
| 6M | -10.5% | +6.3% | -16.8% | -11.7% |
| YTD | +3.0% | +78.8% | -75.8% | -3.2% |
| 1Y | +12.1% | +83.1% | -71.0% | +5.2% |
| 3Y | +43.1% | -5.9% | +49.0% | +39.2% |
| 5Y | -15.1% | +4.8% | -19.9% | -20.0% |
| All | +11.6% | +18.0% | -6.5% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling