-1.4%
CLX vs TSN
-9.4%
+8.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.0% |
| 7D | -4.9% | -7.3% | +2.4% | -3.7% |
| 30D | -15.8% | -8.6% | -7.2% | -14.5% |
| 3M | -7.9% | -7.5% | -0.4% | -6.7% |
| 6M | -19.0% | -14.1% | -4.9% | -17.0% |
| YTD | -7.9% | -9.4% | +1.5% | -6.5% |
| 1Y | -25.4% | -4.1% | -21.3% | -25.0% |
| 3Y | -35.0% | +10.3% | -45.3% | -36.3% |
| 5Y | -36.8% | -19.7% | -17.0% | -35.2% |
| 10Y | -1.4% | -7.0% | +5.6% | -3.7% |
| All | -1.4% | -9.4% | +8.0% | -3.7% |
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 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