+591.8%
CAG vs TSN
+907.0%
-315.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.7% |
| 7D | -5.3% | -5.0% | -0.2% | -4.4% |
| 30D | +1.0% | -9.1% | +10.1% | +2.8% |
| 3M | +17.4% | -7.4% | +24.8% | +19.1% |
| 6M | -16.8% | -13.4% | -3.4% | -14.7% |
| YTD | -6.8% | -8.5% | +1.7% | -5.4% |
| 1Y | -15.4% | -3.2% | -12.2% | -15.0% |
| 3Y | -37.1% | +11.5% | -48.6% | -38.4% |
| 5Y | -41.3% | -19.5% | -21.7% | -39.7% |
| 10Y | -35.5% | -9.1% | -26.4% | -36.8% |
| All | +591.8% | +907.0% | -315.2% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling