+7,663.3%
CME vs TSN
+693.8%
+6,969.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +2.5% | -0.3% | +2.7% | +2.5% |
| 30D | +13.9% | +11.8% | +2.2% | +9.8% |
| 3M | +22.4% | +7.1% | +15.3% | +19.3% |
| 6M | +12.9% | -9.2% | +22.0% | +15.8% |
| YTD | +19.6% | +4.8% | +14.8% | +16.4% |
| 1Y | +17.7% | +11.6% | +6.0% | +11.9% |
| 3Y | +65.3% | +41.5% | +23.8% | +42.3% |
| 5Y | +75.1% | -15.5% | +90.7% | +75.6% |
| 10Y | +305.8% | +16.9% | +288.9% | +239.7% |
| All | +7,663.3% | +693.8% | +6,969.4% | +2,559.1% |
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