+21.0%
STM vs TSN
-22.4%
+43.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.0% |
| 7D | +5.8% | -6.3% | +12.1% | +7.0% |
| 30D | -1.0% | -10.8% | +9.8% | +1.0% |
| 3M | -33.3% | -8.8% | -24.5% | -32.5% |
| 6M | +57.4% | -16.8% | +74.2% | +62.1% |
| YTD | +102.2% | -10.0% | +112.2% | +103.6% |
| 1Y | +99.6% | -5.3% | +104.9% | +97.7% |
| 3Y | +14.5% | +8.5% | +6.0% | +6.7% |
| All | +21.0% | -22.4% | +43.4% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling