-6.8%
TSN vs CPAY
+155.2%
-162.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.0% | -2.0% | +5.0% | +3.5% |
| 30D | -4.2% | -0.4% | -3.8% | -4.2% |
| 3M | -3.9% | +16.4% | -20.2% | -7.3% |
| 6M | -9.8% | +23.5% | -33.4% | -14.6% |
| YTD | -7.3% | +35.7% | -42.9% | -14.6% |
| 1Y | -2.2% | +30.2% | -32.4% | -9.3% |
| 3Y | +11.9% | +49.7% | -37.8% | -2.2% |
| 5Y | -16.9% | +56.6% | -73.5% | -29.8% |
| All | -6.8% | +155.2% | -162.0% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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