+206.6%
CFG vs TSN
+15.3%
+191.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.3% |
| 7D | +1.6% | -1.4% | +3.0% | +2.3% |
| 30D | +3.3% | +10.2% | -6.9% | -1.8% |
| 3M | -11.5% | +7.2% | -18.7% | -15.0% |
| 6M | +6.2% | -10.6% | +16.8% | +11.3% |
| YTD | +14.3% | +3.7% | +10.5% | +9.5% |
| 1Y | +26.7% | +13.5% | +13.3% | +15.4% |
| 3Y | +187.8% | +40.1% | +147.7% | +125.6% |
| 5Y | +61.3% | -14.5% | +75.8% | +64.4% |
| All | +206.6% | +15.3% | +191.3% | +154.9% |
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