+8.9%
CAT vs TSN
+19.9%
-11.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.4% | -10.6% | -4.6% |
| 7D | -17.1% | +8.4% | -25.5% | -16.3% |
| 30D | -30.1% | +16.1% | -46.2% | -29.3% |
| 3M | -32.4% | +3.2% | -35.5% | -32.0% |
| 6M | -32.1% | -11.1% | -21.0% | -30.1% |
| YTD | +4.1% | +5.1% | -1.0% | +5.2% |
| 1Y | +8.9% | +19.4% | -10.5% | +9.6% |
| All | +8.9% | +19.9% | -11.0% | +9.6% |
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