+137.3%
CTVA vs TSN
-10.8%
+148.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.4% | +2.9% |
| 7D | -20.8% | -1.4% | -19.3% | -20.2% |
| 30D | -29.6% | +8.5% | -38.1% | -31.7% |
| 3M | -16.9% | +5.3% | -22.2% | -18.6% |
| 6M | -24.3% | -10.5% | -13.8% | -21.2% |
| YTD | -5.6% | +3.0% | -8.6% | -7.6% |
| 1Y | -4.2% | +12.1% | -16.3% | -9.6% |
| 3Y | +43.3% | +43.1% | +0.2% | +20.6% |
| 5Y | +35.7% | -15.1% | +50.8% | +37.7% |
| All | +137.3% | -10.8% | +148.0% | +112.6% |
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