-7.0%
TSN vs SM
+16.0%
-23.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -7.3% | -0.2% | -7.1% | -7.3% |
| 30D | -8.6% | +20.3% | -28.9% | -10.0% |
| 3M | -7.5% | +22.9% | -30.4% | -9.4% |
| 6M | -14.1% | +47.8% | -62.0% | -17.5% |
| YTD | -9.4% | +107.5% | -116.9% | -15.5% |
| 1Y | -4.1% | +51.7% | -55.8% | -8.4% |
| 3Y | +10.3% | -0.9% | +11.2% | +7.2% |
| 5Y | -19.7% | +112.2% | -132.0% | -28.7% |
| 10Y | -7.0% | +20.3% | -27.3% | -37.6% |
| All | -7.0% | +16.0% | -23.0% | -37.6% |
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