+258.8%
STLD vs TSN
-14.6%
+273.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -11.1% | +4.6% | -15.8% | -12.1% |
| 30D | -4.8% | +15.4% | -20.2% | -8.1% |
| 3M | -14.6% | +2.9% | -17.4% | -15.3% |
| 6M | -7.4% | -10.8% | +3.4% | -5.0% |
| YTD | +32.6% | +4.5% | +28.1% | +29.6% |
| 1Y | +47.3% | +19.5% | +27.8% | +38.1% |
| 3Y | +107.5% | +42.2% | +65.3% | +80.5% |
| All | +258.8% | -14.6% | +273.3% | +277.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling