+5,315.6%
CL vs TSN
+1,049.6%
+4,266.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.0% |
| 7D | +1.3% | +4.6% | -3.3% | +0.6% |
| 30D | +11.4% | +15.4% | -4.1% | +8.9% |
| 3M | +4.4% | +2.9% | +1.5% | +3.9% |
| 6M | +10.8% | -10.8% | +21.6% | +12.6% |
| YTD | +25.1% | +4.5% | +20.7% | +23.9% |
| 1Y | +28.0% | +19.5% | +8.4% | +24.0% |
| 3Y | +37.6% | +42.2% | -4.6% | +29.5% |
| 5Y | +39.7% | -14.2% | +53.9% | +40.7% |
| 10Y | +75.8% | +15.4% | +60.4% | +64.9% |
| All | +5,315.6% | +1,049.6% | +4,266.1% | +2,813.8% |
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