+36.9%
CMS vs TSN
+42.3%
-5.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -1.3% | +4.6% | -5.9% | -2.4% |
| 30D | +6.3% | +15.4% | -9.1% | +2.6% |
| 3M | -2.1% | +2.9% | -5.0% | -2.9% |
| 6M | -5.1% | -10.8% | +5.7% | -2.7% |
| YTD | +1.3% | +4.5% | -3.2% | -0.7% |
| 1Y | -1.4% | +19.5% | -20.9% | -7.1% |
| 3Y | +36.9% | +42.2% | -5.3% | +15.3% |
| All | +36.9% | +42.3% | -5.4% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling