+68.0%
CNH vs TSN
+141.4%
-73.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.2% |
| 7D | +23.3% | -6.3% | +29.6% | +25.6% |
| 30D | +33.5% | -10.8% | +44.3% | +38.0% |
| 3M | +32.7% | -8.8% | +41.5% | +36.0% |
| 6M | +22.2% | -16.8% | +39.0% | +28.4% |
| YTD | +57.7% | -10.0% | +67.7% | +61.4% |
| 1Y | +28.0% | -5.3% | +33.2% | +28.5% |
| 3Y | +11.5% | +8.5% | +3.0% | +6.1% |
| 5Y | +11.9% | -22.9% | +34.8% | +17.0% |
| 10Y | +162.8% | -12.6% | +175.4% | +152.3% |
| All | +68.0% | +141.4% | -73.4% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling