+107.5%
STLD vs TSN
+42.3%
+65.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | -11.1% | +4.6% | -15.8% | -11.7% |
| 30D | -4.8% | +15.4% | -20.2% | -6.8% |
| 3M | -14.6% | +2.9% | -17.4% | -15.0% |
| 6M | -7.4% | -10.8% | +3.4% | -5.7% |
| YTD | +32.6% | +4.5% | +28.1% | +30.5% |
| 1Y | +47.3% | +19.5% | +27.8% | +40.6% |
| 3Y | +107.5% | +42.2% | +65.3% | +93.5% |
| All | +107.5% | +42.3% | +65.2% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling