+0.4%
CMS vs TSN
+19.9%
-19.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -4.0% | +0.4% |
| 7D | +4.1% | +8.4% | -4.4% | +2.4% |
| 30D | +10.9% | +16.1% | -5.2% | +8.0% |
| 3M | -0.2% | +3.2% | -3.4% | -1.0% |
| 6M | -4.7% | -11.1% | +6.4% | -3.8% |
| YTD | +3.9% | +5.1% | -1.2% | +2.8% |
| 1Y | +0.4% | +19.4% | -19.1% | -2.3% |
| All | +0.4% | +19.9% | -19.6% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling