+181.1%
STT vs TSN
+42.6%
+138.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.2% |
| 7D | +0.9% | +4.9% | -4.0% | +0.2% |
| 30D | -2.3% | +12.1% | -14.4% | -4.0% |
| 3M | -7.0% | +4.1% | -11.1% | -7.6% |
| 6M | +15.5% | -10.9% | +26.4% | +18.0% |
| YTD | +35.6% | +4.8% | +30.8% | +33.1% |
| 1Y | +47.9% | +17.6% | +30.2% | +40.6% |
| 3Y | +181.1% | +43.2% | +137.9% | +145.2% |
| All | +181.1% | +42.6% | +138.5% | +145.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling