+108.2%
STT vs TSN
-13.6%
+121.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.1% |
| 7D | +0.9% | +4.9% | -4.0% | -0.4% |
| 30D | -2.3% | +12.1% | -14.4% | -5.4% |
| 3M | -7.0% | +4.1% | -11.1% | -8.3% |
| 6M | +15.5% | -10.9% | +26.4% | +19.1% |
| YTD | +35.6% | +4.8% | +30.8% | +31.8% |
| 1Y | +47.9% | +17.6% | +30.2% | +37.6% |
| 3Y | +181.1% | +43.2% | +137.9% | +136.3% |
| 5Y | +108.2% | -13.9% | +122.1% | +110.2% |
| All | +108.2% | -13.6% | +121.7% | +110.2% |
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 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