+470.5%
CMS vs TSN
+1,041.5%
-571.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -1.3% | -1.4% | +0.1% | -1.0% |
| 30D | +5.3% | +10.2% | -4.9% | +3.4% |
| 3M | -0.3% | +7.2% | -7.5% | -1.7% |
| 6M | -4.0% | -10.6% | +6.5% | -2.3% |
| YTD | +2.1% | +3.7% | -1.6% | +1.0% |
| 1Y | -4.7% | +13.5% | -18.2% | -7.4% |
| 3Y | +36.8% | +40.1% | -3.3% | +27.3% |
| 5Y | +34.9% | -14.5% | +49.3% | +35.9% |
| 10Y | +134.7% | +15.7% | +119.0% | +116.8% |
| All | +470.5% | +1,041.5% | -571.0% | +185.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling