+10.3%
CLX vs TSN
+12.4%
-2.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +9.5% | -1.4% | +10.9% | +10.0% |
| 30D | +30.7% | +8.5% | +22.2% | +27.6% |
| 3M | +4.2% | +5.3% | -1.1% | +2.5% |
| 6M | +22.1% | -10.5% | +32.6% | +25.3% |
| YTD | +14.1% | +3.0% | +11.1% | +11.3% |
| 1Y | +10.3% | +12.1% | -1.8% | +3.9% |
| All | +10.3% | +12.4% | -2.1% | +3.9% |
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