-39.5%
CAT vs TSN
-11.7%
-27.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.6% |
| 7D | -10.3% | +4.6% | -14.9% | -8.6% |
| 30D | -31.2% | +15.4% | -46.6% | -27.8% |
| 3M | -34.7% | +2.9% | -37.6% | -34.1% |
| 6M | -39.5% | -10.8% | -28.7% | -37.8% |
| All | -39.5% | -11.7% | -27.8% | -37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling