+165.0%
CMI vs TSN
-17.2%
+182.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -0.7% | +3.0% | -3.7% | -1.3% |
| 30D | -12.4% | -4.2% | -8.2% | -11.7% |
| 3M | -14.8% | -3.9% | -10.9% | -14.5% |
| 6M | +0.8% | -9.8% | +10.6% | +2.2% |
| YTD | +10.2% | -7.3% | +17.5% | +10.8% |
| 1Y | +37.4% | -2.2% | +39.6% | +36.0% |
| 3Y | +153.3% | +11.9% | +141.4% | +136.7% |
| All | +165.0% | -17.2% | +182.2% | +162.5% |
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