+140.4%
CI vs TSN
-9.5%
+149.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.3% |
| 7D | -2.0% | -5.0% | +3.0% | -0.7% |
| 30D | -1.8% | -9.1% | +7.3% | +0.8% |
| 3M | -4.2% | -7.4% | +3.2% | -2.3% |
| 6M | +2.7% | -13.4% | +16.1% | +6.4% |
| YTD | +1.9% | -8.5% | +10.4% | +3.6% |
| 1Y | -6.3% | -3.2% | -3.1% | -6.5% |
| 3Y | +3.9% | +11.5% | -7.6% | -1.9% |
| 5Y | +41.9% | -19.5% | +61.4% | +46.4% |
| 10Y | +140.4% | -9.1% | +149.5% | +119.5% |
| All | +140.4% | -9.5% | +149.9% | +119.5% |
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