-25.4%
CLX vs TSN
-3.8%
-21.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.9% |
| 7D | -4.9% | -7.3% | +2.4% | -2.9% |
| 30D | -15.8% | -8.6% | -7.2% | -13.6% |
| 3M | -7.9% | -7.5% | -0.4% | -6.0% |
| 6M | -19.0% | -14.1% | -4.9% | -15.7% |
| YTD | -7.9% | -9.4% | +1.5% | -6.7% |
| 1Y | -25.4% | -4.1% | -21.3% | -24.8% |
| All | -25.4% | -3.8% | -21.5% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling