-25.9%
STRL vs TSN
+19.9%
-45.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +5.4% | -26.8% | -19.1% |
| 7D | -27.1% | +8.4% | -35.5% | -24.2% |
| 30D | -45.8% | +16.1% | -61.9% | -42.8% |
| 3M | -47.6% | +3.2% | -50.8% | -46.5% |
| 6M | -46.4% | -11.1% | -35.3% | -44.5% |
| YTD | -7.4% | +5.1% | -12.4% | -9.1% |
| 1Y | -25.9% | +19.4% | -45.3% | -34.3% |
| All | -25.9% | +19.9% | -45.8% | -34.3% |
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