+96.3%
CAT vs TSN
-3.0%
+99.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +1.2% |
| 7D | +5.6% | -5.0% | +10.6% | +5.0% |
| 30D | -2.3% | -9.1% | +6.7% | -3.3% |
| 3M | -10.0% | -7.4% | -2.6% | -10.7% |
| 6M | +21.2% | -13.4% | +34.6% | +20.8% |
| YTD | +44.4% | -8.5% | +52.9% | +45.8% |
| 1Y | +96.3% | -3.2% | +99.5% | +108.8% |
| All | +96.3% | -3.0% | +99.3% | +108.8% |
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