+459.7%
CMS vs TSN
+890.5%
-430.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +0.4% | -6.3% | +6.7% | +1.5% |
| 30D | -3.6% | -10.8% | +7.2% | -1.6% |
| 3M | -1.9% | -8.8% | +6.8% | -0.4% |
| 6M | -11.0% | -16.8% | +5.8% | -8.2% |
| YTD | +0.2% | -10.0% | +10.2% | +1.7% |
| 1Y | -1.3% | -5.3% | +3.9% | -0.9% |
| 3Y | +35.9% | +8.5% | +27.4% | +32.5% |
| 5Y | +23.1% | -22.9% | +46.0% | +26.4% |
| 10Y | +117.9% | -12.6% | +130.5% | +111.6% |
| All | +459.7% | +890.5% | -430.8% | +187.3% |
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