+157.5%
STT vs TSN
-20.8%
+178.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | +2.2% | -5.0% | +7.2% | +3.5% |
| 30D | +3.9% | -9.1% | +13.0% | +6.6% |
| 3M | +19.2% | -7.4% | +26.6% | +21.2% |
| 6M | +60.4% | -13.4% | +73.8% | +65.4% |
| YTD | +51.5% | -8.5% | +59.9% | +53.1% |
| 1Y | +76.3% | -3.2% | +79.5% | +74.1% |
| 3Y | +200.7% | +11.5% | +189.3% | +175.2% |
| 5Y | +157.5% | -19.5% | +177.0% | +169.0% |
| All | +157.5% | -20.8% | +178.3% | +169.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling