-23.4%
CLF vs TSN
+41.9%
-65.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.2% |
| 7D | +10.4% | -1.4% | +11.8% | +10.3% |
| 30D | +0.6% | +8.5% | -7.9% | +0.6% |
| 3M | +4.1% | +5.3% | -1.2% | +4.3% |
| 6M | +15.1% | -10.5% | +25.6% | +16.2% |
| YTD | -4.7% | +3.0% | -7.7% | -5.4% |
| 1Y | +20.4% | +12.1% | +8.2% | +18.3% |
| 3Y | -23.4% | +43.1% | -66.5% | -31.9% |
| All | -23.4% | +41.9% | -65.3% | -31.9% |
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