+406.7%
CAH vs TSN
-19.7%
+426.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -2.2% | -7.3% | +5.1% | -1.2% |
| 30D | +1.2% | -8.6% | +9.8% | +2.5% |
| 3M | +13.1% | -7.5% | +20.6% | +14.2% |
| 6M | +8.5% | -14.1% | +22.6% | +10.6% |
| YTD | +17.6% | -9.4% | +27.1% | +19.1% |
| 1Y | +60.7% | -4.1% | +64.7% | +61.0% |
| 3Y | +183.2% | +10.3% | +172.8% | +177.0% |
| All | +406.7% | -19.7% | +426.4% | +411.7% |
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