-25.4%
CEG vs TSN
+12.6%
-38.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.0% |
| 7D | +1.7% | +5.8% | -4.2% | +1.5% |
| 30D | -10.2% | +12.8% | -23.0% | -10.7% |
| 3M | -0.8% | +6.5% | -7.3% | -1.0% |
| 6M | -11.5% | -10.3% | -1.3% | -9.5% |
| YTD | -23.9% | +5.5% | -29.4% | -23.6% |
| 1Y | -25.4% | +15.8% | -41.2% | -25.9% |
| All | -25.4% | +12.6% | -38.0% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling