+80.1%
CLF vs TSN
+13.2%
+66.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.3% | +6.7% | +6.9% |
| 7D | -14.1% | +4.9% | -19.0% | -15.9% |
| 30D | -5.5% | +12.1% | -17.6% | -10.1% |
| 3M | 0.0% | +4.1% | -4.1% | -2.3% |
| 6M | +11.3% | -10.9% | +22.1% | +15.0% |
| YTD | -7.7% | +4.8% | -12.5% | -11.7% |
| 1Y | +17.5% | +17.6% | -0.1% | +6.7% |
| 3Y | -25.4% | +43.2% | -68.6% | -40.5% |
| 5Y | -46.0% | -13.9% | -32.1% | -45.4% |
| 10Y | +80.1% | +11.8% | +68.2% | +51.0% |
| All | +80.1% | +13.2% | +66.9% | +51.0% |
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 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