+60.4%
CF vs TSN
+43.3%
+17.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.0% | +6.2% |
| 7D | +0.4% | +6.9% | -6.5% | -0.4% |
| 30D | +2.2% | +15.7% | -13.5% | +0.3% |
| 3M | +2.1% | +4.3% | -2.1% | +1.5% |
| 6M | -6.5% | -10.6% | +4.1% | -4.7% |
| YTD | +55.6% | +5.2% | +50.3% | +52.7% |
| 1Y | +42.3% | +18.7% | +23.6% | +35.9% |
| All | +60.4% | +43.3% | +17.1% | +45.8% |
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