+0.4%
CMS vs TSN
-3.0%
+3.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | +1.2% | -5.0% | +6.3% | +2.0% |
| 30D | -3.2% | -9.1% | +5.9% | -1.6% |
| 3M | -2.2% | -7.4% | +5.2% | -1.1% |
| 6M | -9.4% | -13.4% | +3.9% | -7.6% |
| YTD | +0.7% | -8.5% | +9.2% | +2.0% |
| 1Y | +0.4% | -3.2% | +3.5% | -0.3% |
| All | +0.4% | -3.0% | +3.3% | -0.3% |
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