+696.9%
CLF vs TSN
+890.5%
-193.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +2.0% |
| 7D | +7.6% | -6.3% | +13.9% | +9.9% |
| 30D | -1.2% | -10.8% | +9.6% | +2.5% |
| 3M | -13.4% | -8.8% | -4.6% | -11.2% |
| 6M | +15.4% | -16.8% | +32.2% | +21.3% |
| YTD | -5.9% | -10.0% | +4.1% | -3.9% |
| 1Y | +18.8% | -5.3% | +24.1% | +18.6% |
| 3Y | -19.4% | +8.5% | -27.9% | -24.7% |
| 5Y | -47.7% | -22.9% | -24.8% | -45.5% |
| 10Y | +130.4% | -12.6% | +143.0% | +123.3% |
| All | +696.9% | +890.5% | -193.6% | +247.3% |
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