+95.2%
CNC vs TSN
-4.9%
+100.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | -0.9% | +3.0% | -4.0% | -1.7% |
| 30D | -1.0% | -4.2% | +3.2% | -0.1% |
| 3M | +4.5% | -3.9% | +8.4% | +5.2% |
| 6M | +85.2% | -9.8% | +95.1% | +88.6% |
| YTD | +61.4% | -7.3% | +68.7% | +63.0% |
| 1Y | +94.9% | -2.2% | +97.1% | +93.8% |
| 3Y | 0.0% | +11.9% | -11.9% | -4.9% |
| 5Y | +11.2% | -16.9% | +28.1% | +12.8% |
| All | +95.2% | -4.9% | +100.2% | +79.0% |
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