+895.4%
TSN vs CHD
+10,220.8%
-9,325.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -6.3% | -2.7% | -3.6% | -5.6% |
| 30D | -10.8% | -4.6% | -6.2% | -9.7% |
| 3M | -8.8% | +5.0% | -13.8% | -10.1% |
| 6M | -16.8% | -3.2% | -13.6% | -16.3% |
| YTD | -10.0% | +18.6% | -28.6% | -14.5% |
| 1Y | -5.3% | +4.8% | -10.1% | -7.0% |
| 3Y | +8.5% | +6.1% | +2.4% | +5.6% |
| 5Y | -22.9% | +24.0% | -46.9% | -28.6% |
| 10Y | -12.6% | +124.5% | -137.1% | -33.0% |
| All | +895.4% | +10,220.8% | -9,325.4% | +253.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling