+245.6%
CRH vs TSN
-4.9%
+250.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | -6.1% | +3.0% | -9.1% | -6.9% |
| 30D | -9.3% | -4.2% | -5.1% | -8.2% |
| 3M | -15.2% | -3.9% | -11.3% | -14.4% |
| 6M | -14.2% | -9.8% | -4.4% | -12.1% |
| YTD | -28.3% | -7.3% | -21.0% | -27.1% |
| 1Y | -21.8% | -2.2% | -19.6% | -22.1% |
| 3Y | +71.6% | +11.9% | +59.7% | +60.7% |
| 5Y | +96.6% | -16.9% | +113.6% | +101.2% |
| All | +245.6% | -4.9% | +250.6% | +224.8% |
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 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