+14,817.8%
CAH vs TSN
+907.0%
+13,910.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.0% |
| 7D | +0.5% | -5.0% | +5.5% | +1.3% |
| 30D | +1.7% | -9.1% | +10.8% | +3.4% |
| 3M | +17.9% | -7.4% | +25.3% | +19.3% |
| 6M | +10.9% | -13.4% | +24.3% | +13.4% |
| YTD | +17.9% | -8.5% | +26.3% | +19.3% |
| 1Y | +61.7% | -3.2% | +64.9% | +61.8% |
| 3Y | +183.7% | +11.5% | +172.3% | +174.1% |
| 5Y | +401.3% | -19.5% | +420.9% | +409.1% |
| 10Y | +293.7% | -9.1% | +302.8% | +280.1% |
| All | +14,817.8% | +907.0% | +13,910.8% | +7,552.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling