+7,604.2%
CP vs TSN
+1,049.6%
+6,554.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +2.8% | +4.6% | -1.9% | +1.8% |
| 30D | +10.2% | +15.4% | -5.2% | +6.9% |
| 3M | +2.4% | +2.9% | -0.5% | +1.6% |
| 6M | +7.7% | -10.8% | +18.5% | +9.9% |
| YTD | +26.0% | +4.5% | +21.5% | +24.0% |
| 1Y | +34.6% | +19.5% | +15.1% | +28.6% |
| 3Y | +26.7% | +42.2% | -15.5% | +15.5% |
| 5Y | +24.9% | -14.2% | +39.1% | +25.7% |
| 10Y | +258.6% | +15.4% | +243.2% | +227.8% |
| All | +7,604.2% | +1,049.6% | +6,554.7% | +3,752.1% |
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