+28.5%
CNH vs TSN
+12.6%
+15.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.5% |
| 7D | +4.5% | +5.8% | -1.3% | +3.7% |
| 30D | +7.6% | +12.8% | -5.2% | +6.0% |
| 3M | +17.0% | +6.5% | +10.5% | +16.0% |
| 6M | +12.9% | -10.3% | +23.2% | +14.4% |
| YTD | +34.3% | +5.5% | +28.7% | +34.7% |
| 1Y | +28.5% | +15.8% | +12.8% | +29.8% |
| All | +28.5% | +12.6% | +15.9% | +29.8% |
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