-19.5%
TSN vs SM
+111.2%
-130.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.4% |
| 7D | -5.0% | -0.2% | -4.9% | -5.0% |
| 30D | -9.1% | +31.5% | -40.6% | -10.8% |
| 3M | -7.4% | +17.3% | -24.7% | -8.7% |
| 6M | -13.4% | +48.5% | -61.9% | -16.6% |
| YTD | -8.5% | +106.3% | -114.7% | -14.6% |
| 1Y | -3.2% | +47.3% | -50.5% | -7.2% |
| 3Y | +11.5% | -1.4% | +12.9% | +8.0% |
| 5Y | -19.5% | +114.0% | -133.6% | -28.7% |
| All | -19.5% | +111.2% | -130.7% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling