+19,506.8%
CMI vs TSN
+907.0%
+18,599.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.3% |
| 7D | +1.9% | -5.0% | +6.9% | +3.3% |
| 30D | -12.5% | -9.1% | -3.4% | -10.2% |
| 3M | -16.2% | -7.4% | -8.8% | -14.8% |
| 6M | +4.9% | -13.4% | +18.2% | +8.2% |
| YTD | +11.1% | -8.5% | +19.6% | +12.7% |
| 1Y | +43.4% | -3.2% | +46.6% | +42.6% |
| 3Y | +154.1% | +11.5% | +142.6% | +139.4% |
| 5Y | +169.5% | -19.5% | +189.0% | +175.6% |
| 10Y | +503.8% | -9.1% | +512.9% | +464.2% |
| All | +19,506.8% | +907.0% | +18,599.8% | +7,451.6% |
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