+242.0%
COF vs TSN
-4.9%
+246.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | -5.1% | +3.0% | -8.2% | -6.5% |
| 30D | -6.0% | -4.2% | -1.8% | -4.5% |
| 3M | +14.8% | -3.9% | +18.7% | +16.2% |
| 6M | +15.3% | -9.8% | +25.2% | +19.2% |
| YTD | -13.0% | -7.3% | -5.8% | -11.8% |
| 1Y | -5.7% | -2.2% | -3.5% | -7.1% |
| 3Y | +118.1% | +11.9% | +106.3% | +96.1% |
| 5Y | +46.2% | -16.9% | +63.2% | +50.9% |
| All | +242.0% | -4.9% | +246.9% | +208.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling