+203.1%
STT vs TSN
+17.5%
+185.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | -0.4% | +11.8% | -12.2% | -4.6% |
| 3M | -6.5% | +7.1% | -13.6% | -9.2% |
| 6M | +17.2% | -9.2% | +26.3% | +20.5% |
| YTD | +38.2% | +4.8% | +33.4% | +33.4% |
| 1Y | +49.3% | +11.6% | +37.6% | +40.1% |
| 3Y | +181.9% | +41.5% | +140.4% | +134.5% |
| 5Y | +106.9% | -15.5% | +122.5% | +111.7% |
| 10Y | +203.1% | +16.9% | +186.3% | +161.2% |
| All | +203.1% | +17.5% | +185.7% | +161.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling