+68.5%
STRL vs TSN
-5.8%
+74.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.4% | +5.5% |
| 7D | +3.4% | -6.3% | +9.7% | +1.2% |
| 30D | -9.2% | -10.8% | +1.6% | -12.9% |
| 3M | -51.0% | -8.8% | -42.3% | -52.3% |
| 6M | +15.8% | -16.8% | +32.6% | +9.2% |
| YTD | +58.9% | -10.0% | +68.9% | +52.4% |
| 1Y | +68.5% | -5.3% | +73.8% | +60.7% |
| All | +68.5% | -5.8% | +74.3% | +60.7% |
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