+7,325.6%
STT vs TSN
+890.5%
+6,435.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.4% |
| 7D | +0.5% | -6.3% | +6.8% | +2.4% |
| 30D | +3.9% | -10.8% | +14.7% | +7.4% |
| 3M | +20.0% | -8.8% | +28.7% | +22.8% |
| 6M | +55.3% | -16.8% | +72.1% | +63.0% |
| YTD | +53.3% | -10.0% | +63.3% | +56.6% |
| 1Y | +74.7% | -5.3% | +80.0% | +75.0% |
| 3Y | +205.8% | +8.5% | +197.3% | +189.7% |
| 5Y | +145.0% | -22.9% | +167.9% | +156.4% |
| 10Y | +266.0% | -12.6% | +278.6% | +254.6% |
| All | +7,325.6% | +890.5% | +6,435.2% | +2,710.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling