+160.7%
CNH vs TSN
-9.4%
+170.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | +1.8% | -7.3% | +9.1% | +4.2% |
| 30D | +32.6% | -8.6% | +41.3% | +36.4% |
| 3M | +29.4% | -7.5% | +36.9% | +32.3% |
| 6M | +26.0% | -14.1% | +40.1% | +31.5% |
| YTD | +52.2% | -9.4% | +61.7% | +55.7% |
| 1Y | +23.9% | -4.1% | +28.0% | +23.8% |
| 3Y | +10.1% | +10.3% | -0.2% | +3.3% |
| 5Y | +13.2% | -19.7% | +32.9% | +17.1% |
| 10Y | +160.7% | -7.0% | +167.7% | +143.1% |
| All | +160.7% | -9.4% | +170.1% | +143.1% |
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 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