+50.7%
CF vs TSN
+12.6%
+38.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.6% |
| 7D | +4.8% | +5.8% | -1.1% | +4.9% |
| 30D | +9.7% | +12.8% | -3.1% | +9.9% |
| 3M | +1.2% | +6.5% | -5.2% | +1.4% |
| 6M | +7.4% | -10.3% | +17.6% | +8.3% |
| YTD | +60.5% | +5.5% | +55.0% | +57.6% |
| 1Y | +50.7% | +15.8% | +35.0% | +46.5% |
| All | +50.7% | +12.6% | +38.1% | +46.5% |
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