+362.4%
CFG vs TSN
+82.6%
+279.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +1.5% | -6.3% | +7.9% | +4.3% |
| 30D | -3.8% | -10.8% | +7.0% | +0.8% |
| 3M | +11.5% | -8.8% | +20.2% | +15.3% |
| 6M | +19.2% | -16.8% | +36.0% | +27.7% |
| YTD | +23.7% | -10.0% | +33.7% | +27.2% |
| 1Y | +38.8% | -5.3% | +44.1% | +38.9% |
| 3Y | +178.9% | +8.5% | +170.4% | +156.4% |
| 5Y | +101.8% | -22.9% | +124.7% | +115.4% |
| 10Y | +317.3% | -12.6% | +329.9% | +291.3% |
| All | +362.4% | +82.6% | +279.8% | +270.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling