-18.0%
TSN vs CHD
+33.2%
-51.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -1.2% |
| 7D | -1.4% | +3.6% | -5.1% | -2.6% |
| 30D | +8.5% | +10.4% | -1.9% | +5.0% |
| 3M | +5.3% | +12.2% | -6.9% | +1.2% |
| 6M | -10.5% | +19.9% | -30.4% | -15.9% |
| YTD | +3.0% | +36.4% | -33.5% | -7.7% |
| 1Y | +12.1% | +35.1% | -23.0% | +0.8% |
| 3Y | +43.1% | +29.2% | +13.9% | +30.6% |
| All | -18.0% | +33.2% | -51.2% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling