+340.6%
STRL vs TSN
+41.9%
+298.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -3.3% |
| 7D | +15.7% | -1.4% | +17.1% | +15.1% |
| 30D | -35.5% | +8.5% | -43.9% | -33.7% |
| 3M | -47.1% | +5.3% | -52.4% | -46.1% |
| 6M | -65.8% | -10.5% | -55.3% | -65.7% |
| YTD | -4.5% | +3.0% | -7.5% | -3.0% |
| 1Y | -10.5% | +12.1% | -22.6% | -8.2% |
| 3Y | +340.6% | +43.1% | +297.5% | +333.5% |
| All | +340.6% | +41.9% | +298.7% | +333.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling