+30.9%
CL vs TSN
+8.7%
+22.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -2.2% | -6.3% | +4.1% | -0.6% |
| 30D | -4.8% | -10.8% | +6.0% | -2.0% |
| 3M | +4.9% | -8.8% | +13.7% | +7.3% |
| 6M | -5.7% | -16.8% | +11.1% | -1.5% |
| YTD | +14.4% | -10.0% | +24.4% | +16.5% |
| 1Y | +8.7% | -5.3% | +14.0% | +8.9% |
| All | +30.9% | +8.7% | +22.1% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling