+1,055.3%
TSN vs CPB
+366.4%
+688.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +4.6% | +8.0% | -3.4% | +2.2% |
| 30D | +15.4% | +22.4% | -6.9% | +8.5% |
| 3M | +2.9% | +3.8% | -0.9% | +1.4% |
| 6M | -10.8% | +13.7% | -24.4% | -14.7% |
| YTD | +4.5% | -11.7% | +16.2% | +7.1% |
| 1Y | +19.5% | -18.1% | +37.7% | +25.2% |
| 3Y | +42.2% | -34.7% | +76.9% | +58.2% |
| 5Y | -14.2% | -30.6% | +16.4% | -7.3% |
| 10Y | +15.4% | -37.1% | +52.5% | +22.5% |
| All | +1,055.3% | +366.4% | +688.8% | +594.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling