+77.2%
CME vs TSN
-20.8%
+98.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | -2.9% | -5.0% | +2.2% | -2.4% |
| 30D | +5.5% | -9.1% | +14.6% | +6.6% |
| 3M | +11.0% | -7.4% | +18.4% | +11.8% |
| 6M | -9.7% | -13.4% | +3.7% | -8.5% |
| YTD | +4.9% | -8.5% | +13.4% | +5.5% |
| 1Y | +10.1% | -3.2% | +13.3% | +9.9% |
| 3Y | +53.5% | +11.5% | +42.0% | +50.8% |
| 5Y | +77.2% | -19.5% | +96.7% | +81.5% |
| All | +77.2% | -20.8% | +98.0% | +81.5% |
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 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