+24.4%
CP vs TSN
-14.6%
+38.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +2.8% | +4.6% | -1.9% | +1.7% |
| 30D | +10.2% | +15.4% | -5.2% | +6.8% |
| 3M | +2.4% | +2.9% | -0.5% | +1.5% |
| 6M | +7.7% | -10.8% | +18.5% | +10.2% |
| YTD | +26.0% | +4.5% | +21.5% | +23.7% |
| 1Y | +34.6% | +19.5% | +15.1% | +27.5% |
| 3Y | +26.7% | +42.2% | -15.5% | +12.3% |
| All | +24.4% | -14.6% | +38.9% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling