+21.7%
STM vs TSN
+10.8%
+10.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +1.9% |
| 7D | +5.8% | -6.3% | +12.1% | +6.1% |
| 30D | -1.0% | -10.8% | +9.8% | -0.5% |
| 3M | -33.3% | -8.8% | -24.5% | -33.1% |
| 6M | +57.4% | -16.8% | +74.2% | +59.1% |
| YTD | +102.2% | -10.0% | +112.2% | +101.8% |
| 1Y | +99.6% | -5.3% | +104.9% | +96.7% |
| All | +21.7% | +10.8% | +10.9% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling