+16,011.1%
STX vs TSN
+599.7%
+15,411.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.5% |
| 7D | +2.4% | -6.3% | +8.7% | +4.3% |
| 30D | +1.4% | -10.8% | +12.2% | +4.9% |
| 3M | -8.2% | -8.8% | +0.5% | -6.5% |
| 6M | +127.0% | -16.8% | +143.8% | +136.8% |
| YTD | +209.1% | -10.0% | +219.1% | +213.4% |
| 1Y | +365.4% | -5.3% | +370.7% | +362.5% |
| 3Y | +1,135.4% | +8.5% | +1,126.9% | +1,048.6% |
| 5Y | +991.5% | -22.9% | +1,014.4% | +1,025.0% |
| 10Y | +3,695.8% | -12.6% | +3,708.5% | +3,423.9% |
| All | +16,011.1% | +599.7% | +15,411.4% | +6,491.8% |
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