+28.0%
CNH vs TSN
-5.8%
+33.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.1% |
| 7D | +23.3% | -6.3% | +29.6% | +24.2% |
| 30D | +33.5% | -10.8% | +44.3% | +35.2% |
| 3M | +32.7% | -8.8% | +41.5% | +34.3% |
| 6M | +22.2% | -16.8% | +39.0% | +24.4% |
| YTD | +57.7% | -10.0% | +67.7% | +60.7% |
| 1Y | +28.0% | -5.3% | +33.2% | +34.7% |
| All | +28.0% | -5.8% | +33.8% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling