+18.2%
TSN vs SM
+4.2%
+14.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | +5.8% | -19.5% | +25.3% | +7.5% |
| 30D | +12.8% | -20.2% | +33.1% | +14.6% |
| 3M | +6.5% | -6.5% | +13.0% | +6.6% |
| 6M | -10.3% | +1.6% | -11.8% | -11.2% |
| YTD | +5.5% | +61.2% | -55.7% | +0.1% |
| 1Y | +15.8% | +65.4% | -49.6% | +9.5% |
| 3Y | +42.5% | -13.0% | +55.6% | +39.5% |
| 5Y | -14.3% | -4.3% | -10.1% | -18.7% |
| 10Y | +18.2% | +3.0% | +15.2% | -21.7% |
| All | +18.2% | +4.2% | +14.0% | -21.7% |
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