+3,542.1%
CLS vs TSN
-20.8%
+3,562.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +4.0% | +5.6% |
| 7D | +12.8% | -5.0% | +17.8% | +12.7% |
| 30D | +3.8% | -9.1% | +12.9% | +3.9% |
| 3M | -14.6% | -7.4% | -7.2% | -14.6% |
| 6M | +32.2% | -13.4% | +45.6% | +32.6% |
| YTD | +11.6% | -8.5% | +20.1% | +11.6% |
| 1Y | +35.1% | -3.2% | +38.2% | +34.5% |
| 3Y | +1,312.5% | +11.5% | +1,301.1% | +1,214.2% |
| 5Y | +3,542.1% | -19.5% | +3,561.6% | +3,829.3% |
| All | +3,542.1% | -20.8% | +3,562.8% | +3,829.3% |
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 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