-7.0%
TSN vs STLA
+46.8%
-53.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.7% |
| 7D | -7.3% | +0.4% | -7.7% | -7.4% |
| 30D | -8.6% | -5.2% | -3.4% | -8.1% |
| 3M | -7.5% | -24.9% | +17.3% | -3.7% |
| 6M | -14.1% | -25.2% | +11.0% | -10.8% |
| YTD | -9.4% | -51.4% | +42.0% | +0.1% |
| 1Y | -4.1% | -40.7% | +36.6% | +1.6% |
| 3Y | +10.3% | -66.3% | +76.6% | +25.6% |
| 5Y | -19.7% | -63.2% | +43.5% | -12.3% |
| 10Y | -7.0% | +48.7% | -55.7% | -14.8% |
| All | -7.0% | +46.8% | -53.8% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling