+732.7%
CLS vs TSN
+42.3%
+690.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.2% |
| 7D | -22.2% | +4.6% | -26.8% | -20.7% |
| 30D | -44.4% | +15.4% | -59.8% | -41.3% |
| 3M | -34.3% | +2.9% | -37.2% | -32.8% |
| 6M | -50.1% | -10.8% | -39.3% | -50.3% |
| YTD | -30.1% | +4.5% | -34.5% | -27.2% |
| 1Y | -39.3% | +19.5% | -58.9% | -33.6% |
| 3Y | +732.7% | +42.2% | +690.5% | +748.2% |
| All | +732.7% | +42.3% | +690.4% | +748.2% |
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