+422.5%
STM vs TSN
+13.2%
+409.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.4% | +6.7% |
| 7D | -5.6% | +4.9% | -10.5% | -7.0% |
| 30D | -14.4% | +12.1% | -26.5% | -17.5% |
| 3M | -20.5% | +4.1% | -24.6% | -21.7% |
| 6M | -24.5% | -10.9% | -13.6% | -22.6% |
| YTD | +72.7% | +4.8% | +67.9% | +67.1% |
| 1Y | +91.0% | +17.6% | +73.4% | +77.4% |
| 3Y | +13.5% | +43.2% | -29.7% | -3.5% |
| 5Y | -9.2% | -13.9% | +4.7% | -8.3% |
| 10Y | +422.5% | +11.8% | +410.7% | +356.3% |
| All | +422.5% | +13.2% | +409.4% | +356.3% |
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