+231.7%
CTVA vs TSN
-22.0%
+253.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +4.9% | -6.3% | +11.3% | +7.5% |
| 30D | +11.9% | -10.8% | +22.7% | +16.8% |
| 3M | +13.7% | -8.8% | +22.4% | +17.4% |
| 6M | +13.1% | -16.8% | +30.0% | +20.6% |
| YTD | +32.0% | -10.0% | +41.9% | +36.0% |
| 1Y | +22.1% | -5.3% | +27.3% | +22.9% |
| 3Y | +77.5% | +8.5% | +69.0% | +66.6% |
| 5Y | +106.3% | -22.9% | +129.2% | +116.1% |
| All | +231.7% | -22.0% | +253.6% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling