-20.8%
TSN vs CRL
-35.7%
+14.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -6.3% | -1.0% | -5.3% | -6.2% |
| 30D | -10.8% | +10.7% | -21.5% | -11.6% |
| 3M | -8.8% | +55.3% | -64.0% | -12.3% |
| 6M | -16.8% | +60.7% | -77.5% | -20.6% |
| YTD | -10.0% | +44.6% | -54.6% | -13.4% |
| 1Y | -5.3% | +77.7% | -83.0% | -10.9% |
| 3Y | +8.5% | +37.6% | -29.1% | +2.6% |
| All | -20.8% | -35.7% | +14.8% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling