+535.0%
TSN vs CAKE
+3,866.7%
-3,331.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.3% | -0.5% |
| 7D | -7.3% | -4.6% | -2.7% | -6.6% |
| 30D | -8.6% | -6.6% | -2.1% | -7.7% |
| 3M | -7.5% | +52.9% | -60.4% | -14.3% |
| 6M | -14.1% | +65.7% | -79.9% | -21.8% |
| YTD | -9.4% | +107.8% | -117.2% | -20.9% |
| 1Y | -4.1% | +78.5% | -82.6% | -14.2% |
| 3Y | +10.3% | +266.4% | -256.0% | -14.6% |
| 5Y | -19.7% | +159.6% | -179.4% | -36.0% |
| 10Y | -7.0% | +156.6% | -163.6% | -32.4% |
| All | +535.0% | +3,866.7% | -3,331.7% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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