-7.0%
TSN vs CRL
+244.4%
-251.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -7.3% | -4.6% | -2.7% | -6.6% |
| 30D | -8.6% | +0.5% | -9.1% | -8.8% |
| 3M | -7.5% | +46.6% | -54.1% | -13.9% |
| 6M | -14.1% | +57.3% | -71.4% | -21.7% |
| YTD | -9.4% | +39.5% | -49.0% | -15.9% |
| 1Y | -4.1% | +76.9% | -80.9% | -15.3% |
| 3Y | +10.3% | +39.4% | -29.0% | -2.3% |
| 5Y | -19.7% | -37.2% | +17.4% | -13.8% |
| 10Y | -7.0% | +253.4% | -260.4% | -48.2% |
| All | -7.0% | +244.4% | -251.5% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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