-19.0%
CAG vs TSN
-1.7%
-17.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -5.7% | +3.0% | -8.7% | -6.9% |
| 30D | -2.4% | -4.2% | +1.8% | -0.6% |
| 3M | +9.8% | -3.9% | +13.7% | +12.2% |
| 6M | -10.8% | -9.8% | -1.0% | -8.2% |
| YTD | -10.8% | -7.3% | -3.6% | -9.7% |
| 1Y | -19.0% | -2.2% | -16.7% | -18.7% |
| All | -19.0% | -1.7% | -17.3% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling