-33.7%
STX vs TSN
-11.2%
-22.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.7% | +10.7% | +9.4% |
| 7D | -1.0% | -0.3% | -0.7% | -1.1% |
| 30D | -26.8% | +11.8% | -38.5% | -20.1% |
| 3M | -32.7% | +7.1% | -39.8% | -27.8% |
| 6M | -33.7% | -9.2% | -24.6% | -36.2% |
| All | -33.7% | -11.2% | -22.5% | -36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling