+30.1%
CB vs TSN
+18.2%
+12.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +0.2% | +4.6% | -4.4% | -0.4% |
| 30D | +9.1% | +15.4% | -6.4% | +7.2% |
| 3M | +3.4% | +2.9% | +0.5% | +2.9% |
| 6M | +14.1% | -10.8% | +24.9% | +14.7% |
| YTD | +18.0% | +4.5% | +13.6% | +17.1% |
| 1Y | +30.1% | +19.5% | +10.6% | +29.6% |
| All | +30.1% | +18.2% | +12.0% | +29.6% |
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 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