+192.1%
CFG vs TSN
+41.9%
+150.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.8% |
| 7D | +3.2% | -1.4% | +4.6% | +3.5% |
| 30D | +5.1% | +8.5% | -3.4% | +3.1% |
| 3M | -11.2% | +5.3% | -16.5% | -12.5% |
| 6M | +9.6% | -10.5% | +20.1% | +12.4% |
| YTD | +15.0% | +3.0% | +12.0% | +12.6% |
| 1Y | +29.9% | +12.1% | +17.7% | +23.4% |
| 3Y | +192.1% | +43.1% | +149.0% | +120.6% |
| All | +192.1% | +41.9% | +150.2% | +120.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling