+51.4%
CF vs TSN
+12.4%
+39.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.1% |
| 7D | +4.8% | -1.4% | +6.2% | +4.7% |
| 30D | +4.7% | +8.5% | -3.8% | +4.8% |
| 3M | +7.4% | +5.3% | +2.1% | +7.5% |
| 6M | +0.6% | -10.5% | +11.1% | +1.3% |
| YTD | +64.1% | +3.0% | +61.2% | +60.5% |
| 1Y | +51.4% | +12.1% | +39.3% | +44.9% |
| All | +51.4% | +12.4% | +39.0% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling