+136.0%
CMS vs TSN
+17.5%
+118.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -1.1% | -0.3% | -0.9% | -1.1% |
| 30D | +6.6% | +11.8% | -5.2% | +4.1% |
| 3M | +0.8% | +7.1% | -6.3% | -0.8% |
| 6M | -3.3% | -9.2% | +5.8% | -1.7% |
| YTD | +2.7% | +4.8% | -2.1% | +1.2% |
| 1Y | -4.0% | +11.6% | -15.7% | -6.8% |
| 3Y | +37.6% | +41.5% | -3.9% | +26.5% |
| 5Y | +35.4% | -15.5% | +51.0% | +36.3% |
| 10Y | +136.0% | +16.9% | +119.2% | +120.9% |
| All | +136.0% | +17.5% | +118.5% | +120.9% |
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