+487.0%
CF vs TSN
+13.2%
+473.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -0.9% | +4.9% | -5.8% | -2.7% |
| 30D | +6.9% | +12.1% | -5.1% | +2.5% |
| 3M | +4.8% | +4.1% | +0.7% | +2.9% |
| 6M | +4.7% | -10.9% | +15.5% | +8.2% |
| YTD | +56.5% | +4.8% | +51.7% | +51.0% |
| 1Y | +48.4% | +17.6% | +30.8% | +36.5% |
| 3Y | +59.1% | +43.2% | +15.9% | +32.1% |
| 5Y | +109.5% | -13.9% | +123.4% | +109.2% |
| 10Y | +487.0% | +11.8% | +475.1% | +381.1% |
| All | +487.0% | +13.2% | +473.8% | +381.1% |
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