+58.8%
CG vs TSN
+11.1%
+47.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | -4.3% | -6.3% | +2.0% | -3.1% |
| 30D | -5.1% | -10.8% | +5.7% | -2.9% |
| 3M | +8.7% | -8.8% | +17.4% | +10.3% |
| 6M | -9.2% | -16.8% | +7.6% | -6.0% |
| YTD | -18.9% | -10.0% | -8.9% | -17.7% |
| 1Y | -25.6% | -5.3% | -20.4% | -25.7% |
| All | +58.8% | +11.1% | +47.7% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling