+247.9%
CB vs TSN
+15.3%
+232.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | 0.0% | -1.4% | +1.4% | +0.5% |
| 30D | +7.4% | +10.2% | -2.8% | +4.4% |
| 3M | +8.6% | +7.2% | +1.4% | +6.1% |
| 6M | +16.1% | -10.6% | +26.7% | +19.5% |
| YTD | +20.2% | +3.7% | +16.5% | +17.8% |
| 1Y | +27.2% | +13.5% | +13.7% | +21.0% |
| 3Y | +72.7% | +40.1% | +32.6% | +52.1% |
| 5Y | +105.9% | -14.5% | +120.4% | +108.8% |
| All | +247.9% | +15.3% | +232.6% | +212.7% |
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