+308.6%
CFG vs TSN
-9.5%
+318.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.9% |
| 7D | +2.7% | -5.0% | +7.7% | +5.1% |
| 30D | -3.7% | -9.1% | +5.4% | +0.6% |
| 3M | +9.5% | -7.4% | +16.9% | +12.9% |
| 6M | +22.2% | -13.4% | +35.6% | +29.2% |
| YTD | +22.3% | -8.5% | +30.8% | +25.0% |
| 1Y | +39.4% | -3.2% | +42.6% | +37.8% |
| 3Y | +188.5% | +11.5% | +177.0% | +157.3% |
| 5Y | +101.5% | -19.5% | +121.1% | +111.2% |
| 10Y | +308.6% | -9.1% | +317.7% | +267.4% |
| All | +308.6% | -9.5% | +318.1% | +267.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling