+5,294.5%
CF vs TSN
+397.1%
+4,897.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.0% | +6.1% |
| 7D | +0.4% | +6.9% | -6.5% | -2.1% |
| 30D | +2.2% | +15.7% | -13.5% | -3.3% |
| 3M | +2.1% | +4.3% | -2.1% | +0.1% |
| 6M | -6.5% | -10.6% | +4.1% | -3.6% |
| YTD | +55.6% | +5.2% | +50.3% | +50.0% |
| 1Y | +42.3% | +18.7% | +23.6% | +30.9% |
| 3Y | +55.7% | +41.8% | +14.0% | +31.4% |
| 5Y | +122.4% | -13.6% | +136.0% | +121.2% |
| 10Y | +568.5% | +16.2% | +552.3% | +469.0% |
| All | +5,294.5% | +397.1% | +4,897.5% | +1,878.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling