-29.6%
CLS vs TSN
+19.9%
-49.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.4% | -14.4% | -7.7% |
| 7D | -21.1% | +8.4% | -29.6% | -19.5% |
| 30D | -38.2% | +16.1% | -54.3% | -36.4% |
| 3M | -36.3% | +3.2% | -39.5% | -34.8% |
| 6M | -43.8% | -11.1% | -32.7% | -39.6% |
| YTD | -20.0% | +5.1% | -25.1% | -21.4% |
| 1Y | -29.6% | +19.4% | -49.0% | -39.5% |
| All | -29.6% | +19.9% | -49.5% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling