+8,153.7%
STLD vs TSN
+281.8%
+7,871.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.4% |
| 7D | +3.1% | -6.3% | +9.5% | +5.6% |
| 30D | -9.0% | -10.8% | +1.8% | -5.3% |
| 3M | -12.4% | -8.8% | -3.6% | -9.8% |
| 6M | +25.5% | -16.8% | +42.3% | +33.0% |
| YTD | +43.6% | -10.0% | +53.6% | +47.3% |
| 1Y | +87.2% | -5.3% | +92.4% | +87.6% |
| 3Y | +135.2% | +8.5% | +126.7% | +120.1% |
| 5Y | +290.9% | -22.9% | +313.8% | +309.3% |
| 10Y | +1,113.5% | -12.6% | +1,126.1% | +1,064.8% |
| All | +8,153.7% | +281.8% | +7,871.9% | +3,325.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling