+481.0%
CF vs TSN
+12.5%
+468.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | +4.8% | +5.8% | -1.1% | +2.5% |
| 30D | +9.7% | +12.8% | -3.1% | +4.8% |
| 3M | +1.2% | +6.5% | -5.2% | -1.4% |
| 6M | +7.4% | -10.3% | +17.6% | +10.7% |
| YTD | +60.5% | +5.5% | +55.0% | +54.5% |
| 1Y | +50.7% | +15.8% | +35.0% | +39.5% |
| 3Y | +64.8% | +42.5% | +22.3% | +36.9% |
| 5Y | +115.8% | -14.3% | +130.1% | +116.2% |
| 10Y | +481.0% | +18.2% | +462.8% | +376.1% |
| All | +481.0% | +12.5% | +468.5% | +376.1% |
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 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