+287.5%
CAH vs TSN
-4.9%
+292.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -5.1% | +3.0% | -8.1% | -5.7% |
| 30D | +0.2% | -4.2% | +4.4% | +1.0% |
| 3M | +6.3% | -3.9% | +10.2% | +7.0% |
| 6M | +9.4% | -9.8% | +19.2% | +11.3% |
| YTD | +15.0% | -7.3% | +22.2% | +16.2% |
| 1Y | +55.4% | -2.2% | +57.7% | +55.1% |
| 3Y | +173.8% | +11.9% | +161.9% | +161.8% |
| 5Y | +395.2% | -16.9% | +412.1% | +403.8% |
| All | +287.5% | -4.9% | +292.4% | +264.1% |
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