+1,323.2%
CRS vs TSN
-4.9%
+1,328.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.6% |
| 7D | -6.8% | +3.0% | -9.8% | -8.1% |
| 30D | -16.1% | -4.2% | -11.9% | -14.8% |
| 3M | -21.2% | -3.9% | -17.3% | -20.6% |
| 6M | +8.7% | -9.8% | +18.5% | +11.7% |
| YTD | +41.0% | -7.3% | +48.2% | +42.4% |
| 1Y | +82.7% | -2.2% | +84.9% | +78.7% |
| 3Y | +604.8% | +11.9% | +592.9% | +517.9% |
| 5Y | +1,384.7% | -16.9% | +1,401.6% | +1,409.6% |
| All | +1,323.2% | -4.9% | +1,328.1% | +1,172.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling