+116.3%
CLF vs TSN
-9.5%
+125.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.3% |
| 7D | +6.5% | -5.0% | +11.5% | +8.6% |
| 30D | +0.2% | -9.1% | +9.3% | +3.8% |
| 3M | -3.1% | -7.4% | +4.3% | -0.8% |
| 6M | +25.0% | -13.4% | +38.4% | +30.2% |
| YTD | -7.5% | -8.5% | +1.0% | -6.1% |
| 1Y | +11.5% | -3.2% | +14.7% | +9.8% |
| 3Y | -13.7% | +11.5% | -25.2% | -22.9% |
| 5Y | -47.0% | -19.5% | -27.5% | -45.1% |
| 10Y | +116.3% | -9.1% | +125.4% | +98.6% |
| All | +116.3% | -9.5% | +125.8% | +98.6% |
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