+34.6%
CP vs TSN
+19.9%
+14.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.4% | -1.9% | +2.9% |
| 7D | +5.6% | +8.4% | -2.9% | +4.7% |
| 30D | +10.0% | +16.1% | -6.1% | +8.6% |
| 3M | +4.4% | +3.2% | +1.2% | +3.9% |
| 6M | +14.1% | -11.1% | +25.2% | +14.9% |
| YTD | +29.1% | +5.1% | +24.0% | +27.6% |
| 1Y | +34.6% | +19.4% | +15.1% | +31.5% |
| All | +34.6% | +19.9% | +14.6% | +31.5% |
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 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