+1,038.6%
TSN vs CHD
+11,766.8%
-10,728.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -1.1% |
| 7D | -1.4% | +3.6% | -5.1% | -2.4% |
| 30D | +8.5% | +10.4% | -1.9% | +5.5% |
| 3M | +5.3% | +12.2% | -6.9% | +1.9% |
| 6M | -10.5% | +19.9% | -30.4% | -15.0% |
| YTD | +3.0% | +36.4% | -33.5% | -5.9% |
| 1Y | +12.1% | +35.1% | -23.0% | +2.7% |
| 3Y | +43.1% | +29.2% | +13.9% | +32.0% |
| 5Y | -15.1% | +33.4% | -48.5% | -23.0% |
| 10Y | +14.8% | +195.0% | -180.2% | -18.2% |
| All | +1,038.6% | +11,766.8% | -10,728.2% | +289.0% |
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