+517.3%
TSN vs SM
+1,360.8%
-843.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.6% | -6.3% | -1.3% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | +11.8% | -17.3% | +29.1% | +13.6% |
| 3M | +7.1% | -3.6% | +10.7% | +7.0% |
| 6M | -9.2% | +2.9% | -12.1% | -10.4% |
| YTD | +4.8% | +70.2% | -65.4% | -2.5% |
| 1Y | +11.6% | +66.5% | -54.9% | +4.1% |
| 3Y | +41.5% | -8.2% | +49.7% | +37.1% |
| 5Y | -15.5% | -1.5% | -14.1% | -21.3% |
| 10Y | +16.9% | +11.9% | +5.0% | -17.0% |
| All | +517.3% | +1,360.8% | -843.5% | +207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling