+221.5%
CB vs TSN
-11.0%
+232.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.7% |
| 7D | +0.5% | -6.3% | +6.8% | +2.2% |
| 30D | -3.1% | -10.8% | +7.7% | -0.1% |
| 3M | +9.0% | -8.8% | +17.7% | +11.5% |
| 6M | +2.9% | -16.8% | +19.7% | +7.8% |
| YTD | +10.1% | -10.0% | +20.1% | +12.5% |
| 1Y | +22.8% | -5.3% | +28.0% | +23.2% |
| 3Y | +73.8% | +8.5% | +65.3% | +65.6% |
| 5Y | +99.2% | -22.9% | +122.1% | +107.6% |
| All | +221.5% | -11.0% | +232.5% | +202.0% |
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