+115.8%
CMS vs TSN
-9.5%
+125.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | +1.2% | -5.0% | +6.3% | +2.2% |
| 30D | -3.2% | -9.1% | +5.9% | -1.3% |
| 3M | -2.2% | -7.4% | +5.2% | -0.8% |
| 6M | -9.4% | -13.4% | +3.9% | -7.0% |
| YTD | +0.7% | -8.5% | +9.2% | +2.1% |
| 1Y | +0.4% | -3.2% | +3.5% | +0.3% |
| 3Y | +35.2% | +11.5% | +23.7% | +30.4% |
| 5Y | +24.1% | -19.5% | +43.7% | +26.5% |
| 10Y | +115.8% | -9.1% | +124.9% | +111.2% |
| All | +115.8% | -9.5% | +125.3% | +111.2% |
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