+1,080.4%
STLD vs TSN
-9.5%
+1,089.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.4% |
| 7D | +2.7% | -5.0% | +7.7% | +4.7% |
| 30D | -8.4% | -9.1% | +0.6% | -5.1% |
| 3M | -9.9% | -7.4% | -2.5% | -7.5% |
| 6M | +33.0% | -13.4% | +46.4% | +39.2% |
| YTD | +42.6% | -8.5% | +51.1% | +45.3% |
| 1Y | +80.8% | -3.2% | +83.9% | +79.0% |
| 3Y | +143.4% | +11.5% | +131.9% | +121.3% |
| 5Y | +293.4% | -19.5% | +312.9% | +307.6% |
| 10Y | +1,080.4% | -9.1% | +1,089.5% | +952.3% |
| All | +1,080.4% | -9.5% | +1,089.9% | +952.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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