+9.8%
CG vs TSN
-20.8%
+30.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -2.8% |
| 7D | -1.3% | -5.0% | +3.8% | +0.4% |
| 30D | -3.2% | -9.1% | +5.9% | 0.0% |
| 3M | +6.2% | -7.4% | +13.6% | +8.6% |
| 6M | -4.7% | -13.4% | +8.7% | -0.4% |
| YTD | -20.6% | -8.5% | -12.1% | -19.2% |
| 1Y | -26.4% | -3.2% | -23.2% | -27.1% |
| 3Y | +55.4% | +11.5% | +43.9% | +38.1% |
| 5Y | +9.8% | -19.5% | +29.3% | +24.1% |
| All | +9.8% | -20.8% | +30.6% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling