+2,133.0%
STRL vs TSN
-20.8%
+2,153.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.6% | +3.1% |
| 7D | +10.1% | -5.0% | +15.2% | +10.4% |
| 30D | -8.2% | -9.1% | +0.9% | -7.7% |
| 3M | -43.7% | -7.4% | -36.3% | -43.6% |
| 6M | +27.1% | -13.4% | +40.5% | +27.6% |
| YTD | +64.0% | -8.5% | +72.5% | +63.2% |
| 1Y | +75.2% | -3.2% | +78.3% | +72.6% |
| 3Y | +539.9% | +11.5% | +528.4% | +488.5% |
| 5Y | +2,133.0% | -19.5% | +2,152.5% | +2,043.6% |
| All | +2,133.0% | -20.8% | +2,153.8% | +2,043.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling