-19.5%
TSN vs STLA
-62.5%
+43.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.7% | +2.0% |
| 7D | -5.0% | +0.7% | -5.8% | -5.2% |
| 30D | -9.1% | -2.4% | -6.7% | -9.0% |
| 3M | -7.4% | -23.9% | +16.5% | -4.7% |
| 6M | -13.4% | -24.6% | +11.2% | -11.0% |
| YTD | -8.5% | -50.5% | +42.0% | -1.6% |
| 1Y | -3.2% | -39.8% | +36.7% | +0.7% |
| 3Y | +11.5% | -65.6% | +77.1% | +22.5% |
| 5Y | -19.5% | -62.1% | +42.6% | -15.0% |
| All | -19.5% | -62.5% | +43.0% | -15.0% |
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