+10,012.8%
STRL vs TSN
+616.0%
+9,396.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | -26.9% | +4.6% | -31.5% | -27.7% |
| 30D | -52.7% | +15.4% | -68.1% | -54.0% |
| 3M | -52.8% | +2.9% | -55.7% | -53.3% |
| 6M | -71.5% | -10.8% | -60.7% | -71.2% |
| YTD | -17.4% | +4.5% | -21.9% | -19.2% |
| 1Y | -35.0% | +19.5% | -54.5% | -37.9% |
| 3Y | +239.2% | +42.2% | +197.0% | +208.8% |
| 5Y | +830.2% | -14.2% | +844.4% | +823.9% |
| 10Y | +3,574.7% | +15.4% | +3,559.3% | +3,321.0% |
| All | +10,012.8% | +616.0% | +9,396.8% | +6,129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling