+61.5%
CF vs TSN
+42.3%
+19.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -3.2% | +4.6% | -7.8% | -3.7% |
| 30D | +4.3% | +15.4% | -11.1% | +2.4% |
| 3M | +2.8% | +2.9% | -0.1% | +2.4% |
| 6M | +0.6% | -10.8% | +11.4% | +2.5% |
| YTD | +56.6% | +4.5% | +52.2% | +53.9% |
| 1Y | +49.6% | +19.5% | +30.1% | +42.5% |
| 3Y | +61.5% | +42.2% | +19.3% | +46.9% |
| All | +61.5% | +42.3% | +19.2% | +46.9% |
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 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