-7.7%
TSN vs CHD
+125.6%
-133.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.8% |
| 7D | +1.4% | -4.7% | +6.1% | +2.8% |
| 30D | -6.2% | -8.3% | +2.2% | -3.7% |
| 3M | -5.7% | -4.0% | -1.6% | -4.6% |
| 6M | -11.4% | -6.5% | -4.8% | -9.8% |
| YTD | -8.2% | +13.1% | -21.3% | -12.0% |
| 1Y | -2.0% | +2.3% | -4.3% | -3.3% |
| 3Y | +11.9% | +1.8% | +10.1% | +10.2% |
| 5Y | -17.8% | +20.6% | -38.3% | -23.7% |
| All | -7.7% | +125.6% | -133.3% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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