+21.0%
CTSH vs TSN
-9.4%
+30.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.6% |
| 7D | -8.2% | -7.3% | -0.9% | -6.3% |
| 30D | +0.4% | -8.6% | +9.0% | +2.8% |
| 3M | +10.6% | -7.5% | +18.1% | +12.8% |
| 6M | -8.8% | -14.1% | +5.3% | -5.5% |
| YTD | -28.6% | -9.4% | -19.2% | -27.1% |
| 1Y | -15.9% | -4.1% | -11.8% | -15.8% |
| 3Y | -13.9% | +10.3% | -24.2% | -18.2% |
| 5Y | -17.1% | -19.7% | +2.6% | -14.1% |
| 10Y | +21.0% | -7.0% | +28.0% | +15.2% |
| All | +21.0% | -9.4% | +30.5% | +15.2% |
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 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