+316.4%
CFG vs TSN
+111.9%
+204.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -0.9% | +4.6% | -5.5% | -2.9% |
| 30D | +1.1% | +15.4% | -14.4% | -5.2% |
| 3M | -12.0% | +2.9% | -14.9% | -13.5% |
| 6M | -2.2% | -10.8% | +8.6% | +2.0% |
| YTD | +11.4% | +4.5% | +6.9% | +7.2% |
| 1Y | +27.8% | +19.5% | +8.3% | +15.1% |
| 3Y | +173.3% | +42.2% | +131.1% | +121.5% |
| 5Y | +62.4% | -14.2% | +76.6% | +65.3% |
| 10Y | +249.6% | +15.4% | +234.2% | +201.9% |
| All | +316.4% | +111.9% | +204.5% | +212.3% |
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