+5,648.9%
CRM vs TSN
+281.7%
+5,367.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | -8.1% | +1.4% | -9.5% | -8.5% |
| 30D | +23.1% | -6.2% | +29.2% | +25.0% |
| 3M | +42.5% | -5.7% | +48.2% | +44.6% |
| 6M | +25.3% | -11.4% | +36.7% | +28.8% |
| YTD | -7.8% | -8.2% | +0.4% | -6.4% |
| 1Y | +1.0% | -2.0% | +3.0% | +0.1% |
| 3Y | +10.0% | +11.9% | -1.9% | +2.4% |
| 5Y | -3.9% | -17.8% | +13.9% | -2.7% |
| 10Y | +233.2% | -5.7% | +238.9% | +202.0% |
| All | +5,648.9% | +281.7% | +5,367.3% | +2,225.8% |
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 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