+476.2%
STX vs TSN
-14.8%
+491.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -3.0% |
| 7D | +14.6% | -1.4% | +16.0% | +14.7% |
| 30D | -26.0% | +8.5% | -34.4% | -26.6% |
| 3M | -42.6% | +5.3% | -47.9% | -42.9% |
| 6M | -35.3% | -10.5% | -24.8% | -34.1% |
| YTD | +92.5% | +3.0% | +89.5% | +89.7% |
| 1Y | +102.4% | +12.1% | +90.3% | +95.6% |
| 3Y | +673.8% | +43.1% | +630.7% | +565.5% |
| All | +476.2% | -14.8% | +491.0% | +528.2% |
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