+106.3%
CNH vs TSN
+12.5%
+93.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.6% |
| 7D | +4.5% | +5.8% | -1.3% | +2.5% |
| 30D | +7.6% | +12.8% | -5.2% | +3.3% |
| 3M | +17.0% | +6.5% | +10.5% | +14.2% |
| 6M | +12.9% | -10.3% | +23.2% | +16.5% |
| YTD | +34.3% | +5.5% | +28.7% | +30.4% |
| 1Y | +28.5% | +15.8% | +12.8% | +20.5% |
| 3Y | +31.9% | +42.5% | -10.7% | +12.9% |
| 5Y | -9.6% | -14.3% | +4.7% | -8.2% |
| 10Y | +106.3% | +18.2% | +88.1% | +81.6% |
| All | +106.3% | +12.5% | +93.8% | +81.6% |
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