+6,781.2%
CME vs TSN
+581.8%
+6,199.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -1.6% | -6.3% | +4.7% | +0.4% |
| 30D | +6.2% | -10.8% | +17.0% | +10.1% |
| 3M | +10.4% | -8.8% | +19.2% | +13.3% |
| 6M | -9.5% | -16.8% | +7.3% | -4.7% |
| YTD | +6.0% | -10.0% | +16.0% | +8.6% |
| 1Y | +9.3% | -5.3% | +14.5% | +9.7% |
| 3Y | +57.7% | +8.5% | +49.1% | +48.2% |
| 5Y | +77.7% | -22.9% | +100.6% | +83.1% |
| 10Y | +281.2% | -12.6% | +293.9% | +251.7% |
| All | +6,781.2% | +581.8% | +6,199.4% | +2,379.8% |
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