-3.1%
CMG vs TSN
-17.2%
+14.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | -2.1% | +3.0% | -5.1% | -2.5% |
| 30D | +10.9% | -4.2% | +15.1% | +11.6% |
| 3M | +15.8% | -3.9% | +19.7% | +16.6% |
| 6M | +6.9% | -9.8% | +16.8% | +8.2% |
| YTD | -2.2% | -7.3% | +5.1% | -1.5% |
| 1Y | -7.1% | -2.2% | -4.9% | -7.1% |
| 3Y | -7.1% | +11.9% | -19.0% | -9.5% |
| All | -3.1% | -17.2% | +14.1% | +6.0% |
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