+59.1%
CF vs TSN
+42.6%
+16.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -0.9% | +4.9% | -5.8% | -1.5% |
| 30D | +6.9% | +12.1% | -5.1% | +5.3% |
| 3M | +4.8% | +4.1% | +0.7% | +4.2% |
| 6M | +4.7% | -10.9% | +15.5% | +6.7% |
| YTD | +56.5% | +4.8% | +51.7% | +53.7% |
| 1Y | +48.4% | +17.6% | +30.8% | +41.9% |
| 3Y | +59.1% | +43.2% | +15.9% | +41.0% |
| All | +59.1% | +42.6% | +16.6% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling