+118.1%
COF vs TSN
+13.0%
+105.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -5.1% | +3.0% | -8.2% | -5.8% |
| 30D | -6.0% | -4.2% | -1.8% | -5.3% |
| 3M | +14.8% | -3.9% | +18.7% | +15.6% |
| 6M | +15.3% | -9.8% | +25.2% | +17.2% |
| YTD | -13.0% | -7.3% | -5.8% | -12.5% |
| 1Y | -5.7% | -2.2% | -3.5% | -6.9% |
| 3Y | +118.1% | +11.9% | +106.3% | +96.8% |
| All | +118.1% | +13.0% | +105.2% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling