+312.1%
CG vs TSN
-5.9%
+318.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.7% | -2.9% |
| 7D | -9.8% | +1.4% | -11.2% | -10.3% |
| 30D | -10.3% | -6.2% | -4.1% | -8.3% |
| 3M | -1.7% | -5.7% | +4.0% | 0.0% |
| 6M | -9.8% | -11.4% | +1.6% | -6.5% |
| YTD | -25.6% | -8.2% | -17.4% | -24.2% |
| 1Y | -32.5% | -2.0% | -30.5% | -33.3% |
| 3Y | +45.6% | +11.9% | +33.8% | +32.8% |
| 5Y | +3.7% | -17.8% | +21.4% | +7.8% |
| All | +312.1% | -5.9% | +318.0% | +265.3% |
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 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