-42.6%
CAG vs TSN
-18.6%
-24.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.2% |
| 7D | -5.9% | +1.4% | -7.2% | -6.4% |
| 30D | -1.5% | -6.2% | +4.6% | +0.8% |
| 3M | +11.5% | -5.7% | +17.1% | +14.0% |
| 6M | -15.7% | -11.4% | -4.3% | -12.3% |
| YTD | -10.2% | -8.2% | -2.0% | -7.9% |
| 1Y | -18.1% | -2.0% | -16.1% | -18.0% |
| 3Y | -39.4% | +11.9% | -51.3% | -41.9% |
| 5Y | -42.6% | -17.8% | -24.8% | -42.1% |
| All | -42.6% | -18.6% | -24.0% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling