+11.6%
TSN vs CPB
-38.9%
+50.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.9% | -1.5% |
| 7D | -1.4% | -1.6% | +0.1% | -1.1% |
| 30D | +8.5% | +19.2% | -10.7% | +3.8% |
| 3M | +5.3% | -1.0% | +6.2% | +5.3% |
| 6M | -10.5% | +15.2% | -25.7% | -14.0% |
| YTD | +3.0% | -13.1% | +16.1% | +5.7% |
| 1Y | +12.1% | -22.4% | +34.6% | +18.3% |
| 3Y | +43.1% | -35.3% | +78.4% | +57.2% |
| 5Y | -15.1% | -33.0% | +17.9% | -7.8% |
| All | +11.6% | -38.9% | +50.4% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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