-33.6%
CLX vs TSN
+13.0%
-46.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -2.1% |
| 7D | -3.5% | -5.0% | +1.5% | -2.0% |
| 30D | -11.9% | -9.1% | -2.8% | -9.2% |
| 3M | -2.6% | -7.4% | +4.8% | -0.4% |
| 6M | -18.2% | -13.4% | -4.8% | -14.7% |
| YTD | -5.9% | -8.5% | +2.6% | -4.0% |
| 1Y | -23.8% | -3.2% | -20.6% | -24.0% |
| 3Y | -33.6% | +11.5% | -45.1% | -39.5% |
| All | -33.6% | +13.0% | -46.5% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling