+60.4%
CFG vs TSN
-14.8%
+75.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.9% |
| 7D | +3.2% | -1.4% | +4.6% | +3.8% |
| 30D | +5.1% | +8.5% | -3.4% | +1.8% |
| 3M | -11.2% | +5.3% | -16.5% | -13.3% |
| 6M | +9.6% | -10.5% | +20.1% | +13.8% |
| YTD | +15.0% | +3.0% | +12.0% | +11.5% |
| 1Y | +29.9% | +12.1% | +17.7% | +20.8% |
| 3Y | +192.1% | +43.1% | +149.0% | +130.8% |
| All | +60.4% | -14.8% | +75.2% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling