+626.9%
CEG vs TSN
-35.5%
+662.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | +1.3% | -7.3% | +8.6% | +1.2% |
| 30D | +8.8% | -8.6% | +17.5% | +8.7% |
| 3M | +17.0% | -7.5% | +24.5% | +16.9% |
| 6M | -8.7% | -14.1% | +5.4% | -8.9% |
| YTD | -16.4% | -9.4% | -7.0% | -16.3% |
| 1Y | -1.8% | -4.1% | +2.3% | -1.3% |
| 3Y | +175.8% | +10.3% | +165.5% | +167.1% |
| All | +626.9% | -35.5% | +662.4% | +670.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling