+251.7%
CB vs TSN
+14.5%
+237.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +2.9% | -1.4% | +4.4% | +3.4% |
| 30D | +7.3% | +8.5% | -1.2% | +4.7% |
| 3M | +9.4% | +5.3% | +4.1% | +7.5% |
| 6M | +19.6% | -10.5% | +30.1% | +23.1% |
| YTD | +21.5% | +3.0% | +18.5% | +19.3% |
| 1Y | +28.0% | +12.1% | +15.9% | +22.2% |
| 3Y | +74.9% | +43.1% | +31.8% | +53.0% |
| 5Y | +108.1% | -15.1% | +123.2% | +111.5% |
| All | +251.7% | +14.5% | +237.2% | +216.7% |
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