+577.4%
CF vs TSN
-12.9%
+590.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.0% |
| 7D | +6.0% | -6.3% | +12.3% | +8.4% |
| 30D | +14.8% | -10.8% | +25.7% | +19.5% |
| 3M | +14.1% | -8.8% | +22.8% | +17.1% |
| 6M | +28.5% | -16.8% | +45.3% | +35.7% |
| YTD | +74.9% | -10.0% | +84.9% | +78.8% |
| 1Y | +61.7% | -5.3% | +66.9% | +61.6% |
| 3Y | +80.3% | +8.5% | +71.8% | +67.2% |
| 5Y | +226.0% | -22.9% | +248.9% | +237.6% |
| All | +577.4% | -12.9% | +590.3% | +518.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling