+471.5%
CF vs TSN
+14.5%
+457.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.4% |
| 7D | +4.8% | -1.4% | +6.2% | +5.3% |
| 30D | +4.7% | +8.5% | -3.8% | +1.5% |
| 3M | +7.4% | +5.3% | +2.1% | +5.0% |
| 6M | +0.6% | -10.5% | +11.1% | +3.8% |
| YTD | +64.1% | +3.0% | +61.2% | +59.3% |
| 1Y | +51.4% | +12.1% | +39.3% | +41.8% |
| 3Y | +67.8% | +43.1% | +24.7% | +38.9% |
| 5Y | +114.1% | -15.1% | +129.2% | +114.9% |
| All | +471.5% | +14.5% | +457.0% | +368.9% |
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