+1,763.7%
CLS vs TSN
-14.6%
+1,778.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | -22.2% | +4.6% | -26.8% | -22.0% |
| 30D | -44.4% | +15.4% | -59.8% | -44.2% |
| 3M | -34.3% | +2.9% | -37.2% | -34.0% |
| 6M | -50.1% | -10.8% | -39.3% | -49.4% |
| YTD | -30.1% | +4.5% | -34.5% | -29.9% |
| 1Y | -39.3% | +19.5% | -58.9% | -39.7% |
| 3Y | +732.7% | +42.2% | +690.5% | +647.9% |
| All | +1,763.7% | -14.6% | +1,778.2% | +1,863.7% |
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