+294.1%
CG vs TSN
+345.0%
-50.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | +7.5% | +11.8% | -4.3% | +3.6% |
| 3M | -14.4% | +7.1% | -21.4% | -16.5% |
| 6M | -15.7% | -9.2% | -6.5% | -13.4% |
| YTD | -29.0% | +4.8% | -33.8% | -30.9% |
| 1Y | -22.1% | +11.6% | -33.7% | -26.0% |
| 3Y | +49.1% | +41.5% | +7.6% | +28.0% |
| 5Y | -18.4% | -15.5% | -2.8% | -16.3% |
| 10Y | +295.1% | +16.9% | +278.2% | +248.6% |
| All | +294.1% | +345.0% | -50.9% | +178.6% |
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 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