+340.2%
COP vs TSN
-9.4%
+349.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | -0.5% | -7.3% | +6.8% | +2.2% |
| 30D | +11.7% | -8.6% | +20.4% | +15.3% |
| 3M | +17.7% | -7.5% | +25.2% | +20.4% |
| 6M | +18.3% | -14.1% | +32.4% | +23.7% |
| YTD | +49.1% | -9.4% | +58.5% | +52.2% |
| 1Y | +53.3% | -4.1% | +57.4% | +52.7% |
| 3Y | +22.2% | +10.3% | +11.8% | +12.7% |
| 5Y | +193.3% | -19.7% | +213.0% | +202.2% |
| 10Y | +340.2% | -7.0% | +347.2% | +298.7% |
| All | +340.2% | -9.4% | +349.7% | +298.7% |
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