+295.1%
CG vs TSN
+17.5%
+277.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | +7.5% | +11.8% | -4.3% | +2.8% |
| 3M | -14.4% | +7.1% | -21.4% | -17.0% |
| 6M | -15.7% | -9.2% | -6.5% | -12.9% |
| YTD | -29.0% | +4.8% | -33.8% | -31.4% |
| 1Y | -22.1% | +11.6% | -33.7% | -26.9% |
| 3Y | +49.1% | +41.5% | +7.6% | +22.6% |
| 5Y | -18.4% | -15.5% | -2.8% | -15.8% |
| 10Y | +295.1% | +16.9% | +278.2% | +230.1% |
| All | +295.1% | +17.5% | +277.6% | +230.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling