+19,359.6%
STRL vs TSN
+516.9%
+18,842.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.4% | +5.9% |
| 7D | +3.4% | -6.3% | +9.7% | +4.5% |
| 30D | -9.2% | -10.8% | +1.6% | -7.5% |
| 3M | -51.0% | -8.8% | -42.3% | -50.5% |
| 6M | +15.8% | -16.8% | +32.6% | +18.5% |
| YTD | +58.9% | -10.0% | +68.9% | +60.2% |
| 1Y | +68.5% | -5.3% | +73.8% | +68.0% |
| 3Y | +485.2% | +8.5% | +476.7% | +460.9% |
| 5Y | +2,005.1% | -22.9% | +2,028.0% | +2,037.7% |
| 10Y | +7,118.0% | -12.6% | +7,130.6% | +6,947.1% |
| All | +19,359.6% | +516.9% | +18,842.7% | +12,244.7% |
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