+103.2%
CB vs TSN
-14.6%
+117.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.8% |
| 3M | +3.4% | +2.9% | +0.5% | +2.6% |
| 6M | +14.1% | -10.8% | +24.9% | +16.5% |
| YTD | +18.0% | +4.5% | +13.6% | +16.1% |
| 1Y | +30.1% | +19.5% | +10.6% | +23.9% |
| 3Y | +71.8% | +42.2% | +29.6% | +57.9% |
| All | +103.2% | -14.6% | +117.7% | +101.3% |
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