-14.0%
TSN vs STLA
-70.1%
+56.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +4.6% | -4.5% | +9.2% | +5.1% |
| 30D | +15.4% | -3.9% | +19.3% | +15.8% |
| 3M | +2.9% | -20.2% | +23.1% | +5.0% |
| 6M | -10.8% | -42.2% | +31.4% | -5.7% |
| YTD | +4.5% | -59.3% | +63.8% | +14.4% |
| 1Y | +19.5% | -56.1% | +75.6% | +29.3% |
| 3Y | +42.2% | -73.7% | +115.9% | +61.5% |
| All | -14.0% | -70.1% | +56.1% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling