+1,067.1%
TSN vs CPB
+355.6%
+711.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | +5.8% | +2.9% | +3.0% | +5.0% |
| 30D | +12.8% | +17.6% | -4.8% | +7.3% |
| 3M | +6.5% | +2.0% | +4.4% | +5.5% |
| 6M | -10.3% | +11.6% | -21.9% | -13.8% |
| YTD | +5.5% | -13.8% | +19.3% | +9.0% |
| 1Y | +15.8% | -21.6% | +37.3% | +22.9% |
| 3Y | +42.5% | -35.8% | +78.3% | +59.4% |
| 5Y | -14.3% | -33.3% | +18.9% | -6.3% |
| 10Y | +18.2% | -39.4% | +57.6% | +26.9% |
| All | +1,067.1% | +355.6% | +711.5% | +607.0% |
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