+329.9%
COP vs TSN
+15.3%
+314.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | +3.4% | -1.4% | +4.8% | +3.9% |
| 30D | -0.6% | +10.2% | -10.8% | -4.3% |
| 3M | +10.8% | +7.2% | +3.6% | +7.5% |
| 6M | +19.6% | -10.6% | +30.2% | +23.6% |
| YTD | +52.9% | +3.7% | +49.2% | +48.1% |
| 1Y | +62.2% | +13.5% | +48.7% | +51.3% |
| 3Y | +32.4% | +40.1% | -7.7% | +10.8% |
| 5Y | +129.7% | -14.5% | +144.2% | +132.4% |
| All | +329.9% | +15.3% | +314.6% | +257.8% |
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