+11.2%
TSN vs CRL
+42.4%
-31.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | -6.3% | -1.0% | -5.3% | -6.3% |
| 30D | -10.8% | +10.7% | -21.5% | -11.2% |
| 3M | -8.8% | +55.3% | -64.0% | -10.6% |
| 6M | -16.8% | +60.7% | -77.5% | -18.7% |
| YTD | -10.0% | +44.6% | -54.6% | -11.7% |
| 1Y | -5.3% | +77.7% | -83.0% | -8.3% |
| All | +11.2% | +42.4% | -31.2% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling