+73.0%
CF vs TSN
+8.7%
+64.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.1% |
| 7D | +6.0% | -6.3% | +12.3% | +7.0% |
| 30D | +14.8% | -10.8% | +25.7% | +16.7% |
| 3M | +14.1% | -8.8% | +22.8% | +15.3% |
| 6M | +28.5% | -16.8% | +45.3% | +31.4% |
| YTD | +74.9% | -10.0% | +84.9% | +75.5% |
| 1Y | +61.7% | -5.3% | +66.9% | +60.0% |
| All | +73.0% | +8.7% | +64.3% | +64.6% |
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