+6.8%
CI vs TSN
+8.7%
-1.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +1.3% | -6.3% | +7.6% | +2.6% |
| 30D | +4.4% | -10.8% | +15.3% | +6.9% |
| 3M | +0.7% | -8.8% | +9.4% | +2.5% |
| 6M | +0.3% | -16.8% | +17.2% | +3.8% |
| YTD | +3.8% | -10.0% | +13.8% | +5.3% |
| 1Y | -5.5% | -5.3% | -0.2% | -5.4% |
| All | +6.8% | +8.7% | -1.9% | +2.5% |
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