+2,285.7%
STM vs TSN
+448.2%
+1,837.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.1% |
| 7D | +5.8% | -6.3% | +12.1% | +7.6% |
| 30D | -1.0% | -10.8% | +9.8% | +2.0% |
| 3M | -33.3% | -8.8% | -24.5% | -32.1% |
| 6M | +57.4% | -16.8% | +74.2% | +63.7% |
| YTD | +102.2% | -10.0% | +112.2% | +105.3% |
| 1Y | +99.6% | -5.3% | +104.9% | +99.3% |
| 3Y | +14.5% | +8.5% | +6.0% | +8.6% |
| 5Y | +21.4% | -22.9% | +44.3% | +25.3% |
| 10Y | +695.0% | -12.6% | +707.6% | +663.4% |
| All | +2,285.7% | +448.2% | +1,837.5% | +1,130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling