+89.4%
STM vs TSN
+11.8%
+77.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.4% | +6.9% |
| 7D | -5.6% | +4.9% | -10.5% | -4.2% |
| 30D | -14.4% | +12.1% | -26.5% | -11.8% |
| 3M | -20.5% | +4.1% | -24.6% | -19.4% |
| 6M | -24.5% | -10.9% | -13.6% | -23.2% |
| YTD | +72.7% | +4.8% | +67.9% | +79.3% |
| All | +89.4% | +11.8% | +77.6% | +96.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling