+292.6%
STLD vs TSN
-22.4%
+315.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | +3.1% | -6.3% | +9.5% | +4.8% |
| 30D | -9.0% | -10.8% | +1.8% | -6.5% |
| 3M | -12.4% | -8.8% | -3.6% | -10.6% |
| 6M | +25.5% | -16.8% | +42.3% | +30.6% |
| YTD | +43.6% | -10.0% | +53.6% | +45.8% |
| 1Y | +87.2% | -5.3% | +92.4% | +86.8% |
| 3Y | +135.2% | +8.5% | +126.7% | +121.2% |
| All | +292.6% | -22.4% | +315.0% | +332.4% |
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