+22.1%
CB vs TSN
-3.0%
+25.0%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.6% |
| 7D | -0.6% | -5.0% | +4.4% | -0.1% |
| 30D | -3.9% | -9.1% | +5.2% | -2.8% |
| 3M | +4.9% | -7.4% | +12.3% | +5.8% |
| 6M | +3.3% | -13.4% | +16.6% | +4.8% |
| YTD | +8.5% | -8.5% | +17.0% | +9.1% |
| 1Y | +22.1% | -3.2% | +25.2% | +24.7% |
| All | +22.1% | -3.0% | +25.0% | +24.7% |
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 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