-3.6%
CNC vs TSN
+10.3%
-13.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -4.9% | -7.3% | +2.4% | -3.7% |
| 30D | -3.8% | -8.6% | +4.9% | -2.3% |
| 3M | -3.2% | -7.5% | +4.3% | -2.2% |
| 6M | +47.9% | -14.1% | +62.0% | +51.1% |
| YTD | +55.7% | -9.4% | +65.1% | +56.9% |
| 1Y | +106.2% | -4.1% | +110.3% | +105.2% |
| All | -3.6% | +10.3% | -13.9% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling