-5.1%
COF vs TSN
+19.9%
-25.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.4% | -6.5% | -1.4% |
| 7D | +0.7% | +8.4% | -7.7% | +0.3% |
| 30D | +5.7% | +16.1% | -10.4% | +5.0% |
| 3M | -6.7% | +3.2% | -9.9% | -6.8% |
| 6M | +9.5% | -11.1% | +20.6% | +9.3% |
| YTD | -13.9% | +5.1% | -19.0% | -13.1% |
| 1Y | -5.1% | +19.4% | -24.5% | -7.0% |
| All | -5.1% | +19.9% | -25.0% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling