+71.8%
CB vs TSN
+42.3%
+29.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +0.2% | +4.6% | -4.4% | -0.7% |
| 30D | +9.1% | +15.4% | -6.4% | +5.9% |
| 3M | +3.4% | +2.9% | +0.5% | +2.7% |
| 6M | +14.1% | -10.8% | +24.9% | +16.5% |
| YTD | +18.0% | +4.5% | +13.6% | +16.0% |
| 1Y | +30.1% | +19.5% | +10.6% | +23.5% |
| 3Y | +71.8% | +42.2% | +29.6% | +73.1% |
| All | +71.8% | +42.3% | +29.5% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling