+280.6%
CME vs TSN
-9.4%
+290.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -0.6% | -7.3% | +6.7% | +1.1% |
| 30D | +4.7% | -8.6% | +13.3% | +6.8% |
| 3M | +7.8% | -7.5% | +15.4% | +9.5% |
| 6M | -11.0% | -14.1% | +3.2% | -8.3% |
| YTD | +4.0% | -9.4% | +13.5% | +5.7% |
| 1Y | +9.1% | -4.1% | +13.2% | +9.0% |
| 3Y | +52.3% | +10.3% | +41.9% | +44.8% |
| 5Y | +76.1% | -19.7% | +95.8% | +79.2% |
| 10Y | +280.6% | -7.0% | +287.6% | +241.9% |
| All | +280.6% | -9.4% | +290.0% | +241.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling