+31.8%
CLX vs TSN
+14.5%
+17.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +9.5% | -1.4% | +10.9% | +9.8% |
| 30D | +30.7% | +8.5% | +22.2% | +28.8% |
| 3M | +4.2% | +5.3% | -1.1% | +3.2% |
| 6M | +22.1% | -10.5% | +32.6% | +24.3% |
| YTD | +14.1% | +3.0% | +11.1% | +13.1% |
| 1Y | +10.3% | +12.1% | -1.8% | +7.7% |
| 3Y | -7.8% | +43.1% | -50.9% | -13.3% |
| 5Y | -20.8% | -15.1% | -5.8% | -20.2% |
| All | +31.8% | +14.5% | +17.3% | +25.1% |
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