+237.0%
CFG vs TSN
+13.2%
+223.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +0.3% | +4.9% | -4.6% | -2.1% |
| 30D | +3.2% | +12.1% | -8.8% | -2.6% |
| 3M | -9.7% | +4.1% | -13.8% | -12.0% |
| 6M | +3.6% | -10.9% | +14.5% | +8.8% |
| YTD | +14.7% | +4.8% | +9.9% | +9.4% |
| 1Y | +29.6% | +17.6% | +11.9% | +15.7% |
| 3Y | +190.6% | +43.2% | +147.3% | +125.6% |
| 5Y | +67.1% | -13.9% | +81.0% | +69.8% |
| 10Y | +237.0% | +11.8% | +225.2% | +180.1% |
| All | +237.0% | +13.2% | +223.8% | +180.1% |
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 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