+4,100.0%
CMG vs TSN
+391.2%
+3,708.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | -1.5% | -5.0% | +3.6% | -0.1% |
| 30D | +12.7% | -9.1% | +21.8% | +15.6% |
| 3M | +26.3% | -7.4% | +33.7% | +28.8% |
| 6M | +4.5% | -13.4% | +17.9% | +8.1% |
| YTD | -0.1% | -8.5% | +8.4% | +1.6% |
| 1Y | -6.8% | -3.2% | -3.6% | -6.9% |
| 3Y | -5.0% | +11.5% | -16.5% | -10.2% |
| 5Y | -3.0% | -19.5% | +16.5% | -1.2% |
| 10Y | +323.6% | -9.1% | +332.7% | +293.2% |
| All | +4,100.0% | +391.2% | +3,708.8% | +1,916.4% |
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