+782.2%
STLD vs TSN
+13.2%
+769.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -9.7% | +4.9% | -14.6% | -11.5% |
| 30D | -4.5% | +12.1% | -16.6% | -9.0% |
| 3M | -13.1% | +4.1% | -17.2% | -14.9% |
| 6M | -2.8% | -10.9% | +8.1% | +0.9% |
| YTD | +35.3% | +4.8% | +30.5% | +30.3% |
| 1Y | +51.4% | +17.6% | +33.7% | +38.2% |
| 3Y | +117.9% | +43.2% | +74.7% | +77.2% |
| 5Y | +272.6% | -13.9% | +286.5% | +277.7% |
| 10Y | +782.2% | +11.8% | +770.3% | +625.8% |
| All | +782.2% | +13.2% | +769.0% | +625.8% |
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