+243.0%
CB vs TSN
+13.2%
+229.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.5% | +4.9% | -6.4% | -2.9% |
| 30D | +6.5% | +12.1% | -5.5% | +3.0% |
| 3M | +4.1% | +4.1% | -0.1% | +2.6% |
| 6M | +14.4% | -10.9% | +25.3% | +17.8% |
| YTD | +17.5% | +4.8% | +12.7% | +14.8% |
| 1Y | +27.5% | +17.6% | +9.9% | +20.0% |
| 3Y | +71.6% | +43.2% | +28.4% | +50.3% |
| 5Y | +100.6% | -13.9% | +114.5% | +103.0% |
| 10Y | +243.0% | +11.8% | +231.1% | +207.6% |
| All | +243.0% | +13.2% | +229.8% | +207.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling