+349.8%
CCJ vs TSN
-19.4%
+369.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.1% |
| 7D | +5.9% | -5.0% | +11.0% | +6.3% |
| 30D | +4.7% | -9.1% | +13.8% | +5.5% |
| 3M | -3.3% | -7.4% | +4.1% | -2.8% |
| 6M | -7.0% | -13.4% | +6.3% | -6.2% |
| YTD | +11.5% | -8.5% | +19.9% | +11.7% |
| 1Y | +32.3% | -3.2% | +35.5% | +31.4% |
| 3Y | +176.8% | +11.5% | +165.4% | +159.5% |
| All | +349.8% | -19.4% | +369.2% | +393.3% |
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