+82.7%
CRS vs TSN
-1.7%
+84.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.0% |
| 7D | -6.8% | +3.0% | -9.8% | -6.3% |
| 30D | -16.1% | -4.2% | -11.9% | -16.5% |
| 3M | -21.2% | -3.9% | -17.3% | -21.6% |
| 6M | +8.7% | -9.8% | +18.5% | +8.2% |
| YTD | +41.0% | -7.3% | +48.2% | +42.2% |
| 1Y | +82.7% | -2.2% | +84.9% | +98.9% |
| All | +82.7% | -1.7% | +84.3% | +98.9% |
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