-10.0%
CRM vs TSN
+19.9%
-29.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.2% | +2.1% |
| 7D | -6.2% | +8.4% | -14.6% | -6.3% |
| 30D | -1.2% | +16.1% | -17.3% | -1.3% |
| 3M | +19.1% | +3.2% | +16.0% | +19.7% |
| 6M | +23.0% | -11.1% | +34.1% | +22.6% |
| YTD | -13.7% | +5.1% | -18.8% | -14.5% |
| 1Y | -10.0% | +19.4% | -29.4% | -12.8% |
| All | -10.0% | +19.9% | -29.9% | -12.8% |
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