+60.7%
COP vs TSN
+19.9%
+40.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.4% | -10.6% | -5.5% |
| 7D | -8.1% | +8.4% | -16.6% | -8.7% |
| 30D | +6.7% | +16.1% | -9.4% | +5.4% |
| 3M | +16.9% | +3.2% | +13.7% | +16.5% |
| 6M | +11.2% | -11.1% | +22.3% | +13.6% |
| YTD | +49.5% | +5.1% | +44.4% | +44.7% |
| 1Y | +60.7% | +19.4% | +41.3% | +48.4% |
| All | +60.7% | +19.9% | +40.8% | +48.4% |
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