+9,423.5%
STX vs TSN
+720.4%
+8,703.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -17.3% | +5.8% | -23.1% | -18.8% |
| 30D | -35.9% | +12.8% | -48.8% | -38.5% |
| 3M | -37.3% | +6.5% | -43.8% | -38.9% |
| 6M | -35.8% | -10.3% | -25.6% | -34.7% |
| YTD | +82.7% | +5.5% | +77.2% | +75.6% |
| 1Y | +71.6% | +15.8% | +55.8% | +60.0% |
| 3Y | +635.3% | +42.5% | +592.7% | +524.6% |
| 5Y | +483.8% | -14.3% | +498.1% | +480.9% |
| 10Y | +1,967.8% | +18.2% | +1,949.6% | +1,639.4% |
| All | +9,423.5% | +720.4% | +8,703.1% | +3,593.2% |
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 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