+43.0%
CNH vs TSN
+183.0%
-140.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.6% |
| 7D | +4.5% | +5.8% | -1.3% | +2.7% |
| 30D | +7.6% | +12.8% | -5.2% | +3.8% |
| 3M | +17.0% | +6.5% | +10.5% | +14.5% |
| 6M | +12.9% | -10.3% | +23.2% | +16.1% |
| YTD | +34.3% | +5.5% | +28.7% | +30.8% |
| 1Y | +28.5% | +15.8% | +12.8% | +21.5% |
| 3Y | +31.9% | +42.5% | -10.7% | +15.3% |
| 5Y | -9.6% | -14.3% | +4.7% | -8.5% |
| 10Y | +106.3% | +18.2% | +88.1% | +84.0% |
| All | +43.0% | +183.0% | -140.0% | +5.8% |
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 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