+302.3%
TSN vs STLA
+263.8%
+38.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.8% |
| 7D | -6.3% | +2.6% | -8.9% | -6.6% |
| 30D | -10.8% | -1.2% | -9.6% | -10.8% |
| 3M | -8.8% | -24.8% | +16.0% | -6.4% |
| 6M | -16.8% | -25.6% | +8.7% | -14.7% |
| YTD | -10.0% | -48.9% | +38.9% | -4.6% |
| 1Y | -5.3% | -38.8% | +33.5% | -1.9% |
| 3Y | +8.5% | -64.5% | +73.1% | +17.1% |
| 5Y | -22.9% | -62.4% | +39.5% | -18.4% |
| 10Y | -12.6% | +55.4% | -68.0% | -16.4% |
| All | +302.3% | +263.8% | +38.5% | +307.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling