+158.3%
CAT vs TSN
+41.9%
+116.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +7.4% | -1.4% | +8.9% | +7.5% |
| 30D | -19.7% | +8.5% | -28.2% | -20.1% |
| 3M | -29.6% | +5.3% | -34.9% | -29.8% |
| 6M | -33.2% | -10.5% | -22.7% | -32.0% |
| YTD | +5.7% | +3.0% | +2.7% | +5.1% |
| 1Y | +9.3% | +12.1% | -2.8% | +7.2% |
| 3Y | +158.3% | +43.1% | +115.2% | +134.5% |
| All | +158.3% | +41.9% | +116.4% | +134.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling