+213.9%
CAT vs TSN
-14.8%
+228.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +7.4% | -1.4% | +8.9% | +7.7% |
| 30D | -19.7% | +8.5% | -28.2% | -20.9% |
| 3M | -29.6% | +5.3% | -34.9% | -30.4% |
| 6M | -33.2% | -10.5% | -22.7% | -31.8% |
| YTD | +5.7% | +3.0% | +2.7% | +4.1% |
| 1Y | +9.3% | +12.1% | -2.8% | +5.3% |
| 3Y | +158.3% | +43.1% | +115.2% | +127.3% |
| All | +213.9% | -14.8% | +228.8% | +227.0% |
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