+38.4%
CP vs TSN
+41.9%
-3.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.4% |
| 7D | +2.1% | -1.4% | +3.6% | +2.4% |
| 30D | +9.3% | +8.5% | +0.8% | +7.9% |
| 3M | +0.5% | +5.3% | -4.8% | -0.5% |
| 6M | +10.4% | -10.5% | +20.9% | +12.3% |
| YTD | +28.7% | +3.0% | +25.7% | +27.2% |
| 1Y | +33.2% | +12.1% | +21.0% | +29.3% |
| 3Y | +38.4% | +43.1% | -4.7% | +24.3% |
| All | +38.4% | +41.9% | -3.5% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling