+11.2%
TSN vs SM
-6.8%
+18.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.6% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -10.8% | +26.3% | -37.1% | -11.6% |
| 3M | -8.8% | +8.7% | -17.4% | -9.1% |
| 6M | -16.8% | +51.7% | -68.5% | -19.3% |
| YTD | -10.0% | +99.0% | -109.0% | -14.6% |
| 1Y | -5.3% | +34.6% | -39.8% | -7.9% |
| All | +11.2% | -6.8% | +18.0% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling