+107.8%
CB vs TSN
-14.8%
+122.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +2.9% | -1.4% | +4.4% | +3.3% |
| 30D | +7.3% | +8.5% | -1.2% | +5.5% |
| 3M | +9.4% | +5.3% | +4.1% | +8.0% |
| 6M | +19.6% | -10.5% | +30.1% | +22.1% |
| YTD | +21.5% | +3.0% | +18.5% | +19.9% |
| 1Y | +28.0% | +12.1% | +15.9% | +23.7% |
| 3Y | +74.9% | +43.1% | +31.8% | +60.4% |
| All | +107.8% | -14.8% | +122.6% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling