+815.9%
CRS vs TSN
-14.8%
+830.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.5% |
| 7D | +4.8% | -1.4% | +6.2% | +5.1% |
| 30D | -23.2% | +8.5% | -31.7% | -24.6% |
| 3M | -45.5% | +5.3% | -50.8% | -46.2% |
| 6M | -33.1% | -10.5% | -22.6% | -31.5% |
| YTD | -7.2% | +3.0% | -10.2% | -9.0% |
| 1Y | -10.0% | +12.1% | -22.2% | -14.0% |
| 3Y | +332.3% | +43.1% | +289.2% | +259.6% |
| All | +815.9% | -14.8% | +830.7% | +910.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling