+371.7%
TSN vs STLA
+178.7%
+192.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +1.1% |
| 7D | +5.8% | -4.9% | +10.8% | +6.4% |
| 30D | +12.8% | -4.9% | +17.7% | +13.2% |
| 3M | +6.5% | -23.7% | +30.1% | +8.9% |
| 6M | -10.3% | -45.0% | +34.7% | -5.3% |
| YTD | +5.5% | -60.9% | +66.4% | +14.5% |
| 1Y | +15.8% | -58.9% | +74.7% | +24.8% |
| 3Y | +42.5% | -74.4% | +117.0% | +58.6% |
| 5Y | -14.3% | -71.5% | +57.2% | -7.1% |
| 10Y | +18.2% | +5.3% | +13.0% | +16.2% |
| All | +371.7% | +178.7% | +192.9% | +389.6% |
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