+28.4%
CLX vs TSN
+18.3%
+10.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +13.6% | +5.8% | +7.8% | +12.5% |
| 30D | +29.1% | +12.8% | +16.2% | +26.3% |
| 3M | +1.6% | +6.5% | -4.9% | +0.3% |
| 6M | +18.7% | -10.3% | +29.0% | +20.8% |
| YTD | +11.1% | +5.5% | +5.6% | +9.7% |
| 1Y | +7.0% | +15.8% | -8.8% | +3.9% |
| 3Y | -10.0% | +42.5% | -52.5% | -15.4% |
| 5Y | -22.6% | -14.3% | -8.3% | -22.2% |
| All | +28.4% | +18.3% | +10.1% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling