-37.7%
CAG vs TSN
-4.9%
-32.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -5.7% | +3.0% | -8.7% | -6.5% |
| 30D | -2.4% | -4.2% | +1.8% | -1.3% |
| 3M | +9.8% | -3.9% | +13.7% | +11.1% |
| 6M | -10.8% | -9.8% | -1.0% | -8.5% |
| YTD | -10.8% | -7.3% | -3.6% | -9.2% |
| 1Y | -19.0% | -2.2% | -16.7% | -18.8% |
| 3Y | -39.7% | +11.9% | -51.6% | -41.6% |
| 5Y | -43.0% | -16.9% | -26.0% | -41.2% |
| All | -37.7% | -4.9% | -32.7% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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