+22.8%
CB vs TSN
-5.8%
+28.6%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.8% |
| 7D | +0.5% | -6.3% | +6.8% | +1.2% |
| 30D | -3.1% | -10.8% | +7.7% | -1.7% |
| 3M | +9.0% | -8.8% | +17.7% | +10.1% |
| 6M | +2.9% | -16.8% | +19.7% | +4.8% |
| YTD | +10.1% | -10.0% | +20.1% | +10.9% |
| 1Y | +22.8% | -5.3% | +28.0% | +26.1% |
| All | +22.8% | -5.8% | +28.6% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling