+28.0%
CFG vs TSN
+11.8%
+16.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | +0.3% | +4.9% | -4.6% | -0.1% |
| 30D | +3.2% | +12.1% | -8.8% | +2.4% |
| 3M | -9.7% | +4.1% | -13.8% | -10.1% |
| 6M | +3.6% | -10.9% | +14.5% | +3.7% |
| YTD | +14.7% | +4.8% | +9.9% | +14.7% |
| All | +28.0% | +11.8% | +16.1% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling