+132.3%
CMS vs TSN
+13.2%
+119.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -0.9% | +4.9% | -5.8% | -1.9% |
| 30D | +7.1% | +12.1% | -5.0% | +4.5% |
| 3M | -1.3% | +4.1% | -5.4% | -2.2% |
| 6M | -2.7% | -10.9% | +8.2% | -0.6% |
| YTD | +2.6% | +4.8% | -2.2% | +1.1% |
| 1Y | -2.0% | +17.6% | -19.6% | -5.9% |
| 3Y | +39.6% | +43.2% | -3.6% | +28.0% |
| 5Y | +35.3% | -13.9% | +49.2% | +35.7% |
| 10Y | +132.3% | +11.8% | +120.5% | +117.5% |
| All | +132.3% | +13.2% | +119.2% | +117.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling