+336.7%
COP vs TSN
+14.5%
+322.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | +4.4% | -1.4% | +5.9% | +5.0% |
| 30D | 0.0% | +8.5% | -8.5% | -3.3% |
| 3M | +15.0% | +5.3% | +9.7% | +12.4% |
| 6M | +22.0% | -10.5% | +32.5% | +26.0% |
| YTD | +55.3% | +3.0% | +52.4% | +50.8% |
| 1Y | +64.1% | +12.1% | +52.0% | +53.8% |
| 3Y | +34.1% | +43.1% | -9.0% | +11.2% |
| 5Y | +133.4% | -15.1% | +148.5% | +136.8% |
| All | +336.7% | +14.5% | +322.2% | +264.4% |
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 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