+1,945.0%
STM vs TSN
+542.8%
+1,402.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -7.9% | +5.8% | -13.8% | -9.4% |
| 30D | -14.1% | +12.8% | -27.0% | -17.1% |
| 3M | -17.6% | +6.5% | -24.1% | -19.4% |
| 6M | -24.2% | -10.3% | -14.0% | -22.9% |
| YTD | +73.3% | +5.5% | +67.8% | +68.0% |
| 1Y | +90.1% | +15.8% | +74.3% | +79.2% |
| 3Y | +10.3% | +42.5% | -32.2% | -3.1% |
| 5Y | -5.7% | -14.3% | +8.6% | -5.6% |
| 10Y | +444.1% | +18.2% | +425.9% | +381.1% |
| All | +1,945.0% | +542.8% | +1,402.2% | +907.1% |
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