+223.2%
CP vs TSN
-9.5%
+232.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | +2.4% | -5.0% | +7.5% | +3.6% |
| 30D | -0.5% | -9.1% | +8.5% | +1.7% |
| 3M | +1.4% | -7.4% | +8.8% | +3.0% |
| 6M | +10.3% | -13.4% | +23.7% | +13.6% |
| YTD | +24.3% | -8.5% | +32.8% | +26.0% |
| 1Y | +20.4% | -3.2% | +23.6% | +20.1% |
| 3Y | +21.8% | +11.5% | +10.3% | +15.4% |
| 5Y | +31.5% | -19.5% | +51.0% | +34.5% |
| 10Y | +223.2% | -9.1% | +232.3% | +208.5% |
| All | +223.2% | -9.5% | +232.7% | +208.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling