+75.7%
CTVA vs TSN
+10.3%
+65.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -5.8% | -7.3% | +1.5% | -3.6% |
| 30D | +11.1% | -8.6% | +19.7% | +14.1% |
| 3M | +13.2% | -7.5% | +20.7% | +15.9% |
| 6M | +8.7% | -14.1% | +22.8% | +13.3% |
| YTD | +27.3% | -9.4% | +36.7% | +30.0% |
| 1Y | +18.0% | -4.1% | +22.1% | +17.7% |
| All | +75.7% | +10.3% | +65.4% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling