+5,967.0%
CF vs TSN
+325.2%
+5,641.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.0% |
| 7D | +6.0% | -6.3% | +12.3% | +8.5% |
| 30D | +14.8% | -10.8% | +25.7% | +19.6% |
| 3M | +14.1% | -8.8% | +22.8% | +17.2% |
| 6M | +28.5% | -16.8% | +45.3% | +35.9% |
| YTD | +74.9% | -10.0% | +84.9% | +79.1% |
| 1Y | +61.7% | -5.3% | +66.9% | +62.0% |
| 3Y | +80.3% | +8.5% | +71.8% | +68.4% |
| 5Y | +226.0% | -22.9% | +248.9% | +238.2% |
| 10Y | +569.9% | -12.6% | +582.5% | +532.9% |
| All | +5,967.0% | +325.2% | +5,641.8% | +2,261.7% |
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