+8.7%
CNH vs TSN
-20.8%
+29.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.2% | -6.0% |
| 7D | +8.8% | -5.0% | +13.8% | +10.2% |
| 30D | +24.7% | -9.1% | +33.7% | +27.8% |
| 3M | +27.3% | -7.4% | +34.7% | +29.7% |
| 6M | +23.2% | -13.4% | +36.5% | +27.4% |
| YTD | +48.9% | -8.5% | +57.4% | +51.3% |
| 1Y | +19.4% | -3.2% | +22.6% | +19.0% |
| 3Y | +7.8% | +11.5% | -3.7% | +1.1% |
| 5Y | +8.7% | -19.5% | +28.2% | +13.4% |
| All | +8.7% | -20.8% | +29.5% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling