-51.4%
CLF vs TSN
-14.6%
-36.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | -19.6% | +4.6% | -24.2% | -20.4% |
| 30D | -5.0% | +15.4% | -20.4% | -8.1% |
| 3M | -6.3% | +2.9% | -9.2% | -7.1% |
| 6M | +2.8% | -10.8% | +13.6% | +5.4% |
| YTD | -13.7% | +4.5% | -18.2% | -16.0% |
| 1Y | +13.6% | +19.5% | -5.9% | +6.0% |
| 3Y | -34.0% | +42.2% | -76.2% | -44.9% |
| All | -51.4% | -14.6% | -36.9% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling