+325.0%
COP vs TSN
+17.5%
+307.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +0.7% | -0.3% | +0.9% | +0.8% |
| 30D | +0.2% | +11.8% | -11.5% | -4.1% |
| 3M | +10.2% | +7.1% | +3.1% | +7.0% |
| 6M | +20.1% | -9.2% | +29.3% | +23.4% |
| YTD | +50.5% | +4.8% | +45.7% | +45.2% |
| 1Y | +56.8% | +11.6% | +45.2% | +47.3% |
| 3Y | +30.3% | +41.5% | -11.3% | +8.7% |
| 5Y | +126.8% | -15.5% | +142.4% | +131.1% |
| 10Y | +325.0% | +16.9% | +308.1% | +255.0% |
| All | +325.0% | +17.5% | +307.5% | +255.0% |
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