+42.5%
TSN vs CRL
+102.9%
-60.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.8% |
| 7D | +5.8% | -1.7% | +7.6% | +5.9% |
| 30D | +12.8% | +14.6% | -1.7% | +12.2% |
| 3M | +6.5% | +24.8% | -18.4% | +5.5% |
| 6M | -10.3% | +94.7% | -104.9% | -12.8% |
| YTD | +5.5% | +73.4% | -67.8% | +2.9% |
| 1Y | +15.8% | +104.7% | -88.9% | +11.8% |
| 3Y | +42.5% | +101.1% | -58.5% | +17.9% |
| All | +42.5% | +102.9% | -60.4% | +17.9% |
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