-28.7%
CG vs TSN
-3.8%
-24.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.9% |
| 7D | -6.4% | -7.3% | +0.9% | -5.8% |
| 30D | -7.1% | -8.6% | +1.6% | -6.2% |
| 3M | -1.6% | -7.5% | +5.9% | -1.1% |
| 6M | -8.3% | -14.1% | +5.8% | -6.9% |
| YTD | -23.8% | -9.4% | -14.4% | -22.8% |
| 1Y | -28.7% | -4.1% | -24.7% | -29.6% |
| All | -28.7% | -3.8% | -24.9% | -29.6% |
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