+75.7%
STT vs TSN
-3.8%
+79.5%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +1.0% | -7.3% | +8.3% | +0.9% |
| 30D | +2.8% | -8.6% | +11.4% | +2.7% |
| 3M | +18.1% | -7.5% | +25.6% | +17.8% |
| 6M | +59.2% | -14.1% | +73.3% | +58.6% |
| YTD | +51.5% | -9.4% | +60.9% | +50.9% |
| 1Y | +75.7% | -4.1% | +79.7% | +74.5% |
| All | +75.7% | -3.8% | +79.5% | +74.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling