+216.7%
CTVA vs TSN
-19.6%
+236.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -4.5% | +3.0% | -7.5% | -5.6% |
| 30D | +11.3% | -4.2% | +15.5% | +13.0% |
| 3M | +12.3% | -3.9% | +16.2% | +13.7% |
| 6M | +7.2% | -9.8% | +17.0% | +10.6% |
| YTD | +26.0% | -7.3% | +33.3% | +28.3% |
| 1Y | +16.0% | -2.2% | +18.2% | +15.3% |
| 3Y | +73.9% | +11.9% | +62.0% | +61.3% |
| 5Y | +103.8% | -16.9% | +120.7% | +106.3% |
| All | +216.7% | -19.6% | +236.3% | +195.4% |
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