+75.2%
STRL vs TSN
-3.0%
+78.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.6% | +3.8% |
| 7D | +10.1% | -5.0% | +15.2% | +8.2% |
| 30D | -8.2% | -9.1% | +0.9% | -11.3% |
| 3M | -43.7% | -7.4% | -36.3% | -44.9% |
| 6M | +27.1% | -13.4% | +40.5% | +20.9% |
| YTD | +64.0% | -8.5% | +72.5% | +58.2% |
| 1Y | +75.2% | -3.2% | +78.3% | +68.6% |
| All | +75.2% | -3.0% | +78.1% | +68.6% |
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 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