+657.6%
STM vs TSN
-9.5%
+667.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | +5.2% | -5.0% | +10.3% | +6.7% |
| 30D | -7.4% | -9.1% | +1.7% | -4.9% |
| 3M | -30.6% | -7.4% | -23.2% | -29.5% |
| 6M | +66.4% | -13.4% | +79.8% | +71.5% |
| YTD | +101.1% | -8.5% | +109.6% | +103.1% |
| 1Y | +97.4% | -3.2% | +100.6% | +95.0% |
| 3Y | +21.1% | +11.5% | +9.7% | +11.9% |
| 5Y | +22.5% | -19.5% | +42.0% | +25.7% |
| 10Y | +657.6% | -9.1% | +666.7% | +599.3% |
| All | +657.6% | -9.5% | +667.1% | +599.3% |
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