+7,539.9%
CP vs TSN
+890.5%
+6,649.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -2.7% | -6.3% | +3.6% | -1.4% |
| 30D | +0.2% | -10.8% | +11.0% | +2.5% |
| 3M | +2.6% | -8.8% | +11.3% | +4.3% |
| 6M | +6.0% | -16.8% | +22.8% | +9.6% |
| YTD | +24.9% | -10.0% | +34.9% | +26.9% |
| 1Y | +20.1% | -5.3% | +25.4% | +20.5% |
| 3Y | +16.4% | +8.5% | +7.9% | +12.4% |
| 5Y | +31.7% | -22.9% | +54.7% | +35.6% |
| 10Y | +223.9% | -12.6% | +236.5% | +213.5% |
| All | +7,539.9% | +890.5% | +6,649.5% | +3,844.2% |
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