+266.4%
STT vs TSN
-9.4%
+275.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +1.0% | -7.3% | +8.3% | +3.6% |
| 30D | +2.8% | -8.6% | +11.4% | +5.9% |
| 3M | +18.1% | -7.5% | +25.6% | +20.8% |
| 6M | +59.2% | -14.1% | +73.3% | +66.1% |
| YTD | +51.5% | -9.4% | +60.9% | +54.5% |
| 1Y | +75.7% | -4.1% | +79.7% | +74.5% |
| 3Y | +200.8% | +10.3% | +190.4% | +177.1% |
| 5Y | +155.8% | -19.7% | +175.5% | +165.3% |
| 10Y | +266.4% | -7.0% | +273.4% | +237.5% |
| All | +266.4% | -9.4% | +275.8% | +237.5% |
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 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