+18.2%
TSN vs CRL
+353.6%
-335.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.0% |
| 7D | +5.8% | -1.7% | +7.6% | +5.9% |
| 30D | +12.8% | +14.6% | -1.7% | +9.8% |
| 3M | +6.5% | +24.8% | -18.4% | +1.9% |
| 6M | -10.3% | +94.7% | -104.9% | -21.1% |
| YTD | +5.5% | +73.4% | -67.8% | -6.0% |
| 1Y | +15.8% | +104.7% | -88.9% | -0.2% |
| 3Y | +42.5% | +101.1% | -58.5% | +16.6% |
| 5Y | -14.3% | -10.8% | -3.6% | -14.9% |
| 10Y | +18.2% | +358.8% | -340.6% | -38.0% |
| All | +18.2% | +353.6% | -335.4% | -38.0% |
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