+562.3%
CEG vs TSN
-24.8%
+587.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.0% |
| 7D | +1.7% | +5.8% | -4.2% | +1.8% |
| 30D | -10.2% | +12.8% | -23.0% | -9.9% |
| 3M | -0.8% | +6.5% | -7.3% | -0.6% |
| 6M | -11.5% | -10.3% | -1.3% | -11.6% |
| YTD | -23.9% | +5.5% | -29.4% | -23.5% |
| 1Y | -25.4% | +15.8% | -41.2% | -24.8% |
| 3Y | +124.2% | +42.5% | +81.6% | +113.6% |
| All | +562.3% | -24.8% | +587.1% | +604.4% |
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