+25,808.1%
CAT vs TSN
+890.5%
+24,917.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +1.7% | -6.3% | +8.0% | +3.2% |
| 30D | -6.6% | -10.8% | +4.2% | -4.2% |
| 3M | -13.3% | -8.8% | -4.5% | -11.9% |
| 6M | +11.6% | -16.8% | +28.4% | +15.6% |
| YTD | +42.9% | -10.0% | +52.9% | +45.2% |
| 1Y | +95.4% | -5.3% | +100.7% | +95.5% |
| 3Y | +196.6% | +8.5% | +188.1% | +184.5% |
| 5Y | +321.7% | -22.9% | +344.6% | +334.2% |
| 10Y | +1,140.8% | -12.6% | +1,153.4% | +1,100.3% |
| All | +25,808.1% | +890.5% | +24,917.6% | +11,794.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling