+639.5%
CEG vs TSN
-35.9%
+675.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.5% | +4.9% |
| 7D | +8.0% | -6.3% | +14.3% | +8.0% |
| 30D | +12.9% | -10.8% | +23.7% | +12.8% |
| 3M | +13.2% | -8.8% | +21.9% | +13.1% |
| 6M | -7.0% | -16.8% | +9.8% | -7.2% |
| YTD | -15.0% | -10.0% | -5.0% | -14.9% |
| 1Y | -2.7% | -5.3% | +2.5% | -2.3% |
| 3Y | +184.1% | +8.5% | +175.5% | +175.7% |
| All | +639.5% | -35.9% | +675.3% | +683.9% |
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