+28.7%
COP vs TSN
+42.6%
-13.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -8.4% | +4.9% | -13.3% | -9.2% |
| 30D | +0.3% | +12.1% | -11.8% | -1.8% |
| 3M | +15.1% | +4.1% | +11.0% | +14.1% |
| 6M | +19.8% | -10.9% | +30.6% | +22.6% |
| YTD | +46.8% | +4.8% | +42.0% | +43.7% |
| 1Y | +59.7% | +17.6% | +42.1% | +51.8% |
| 3Y | +28.7% | +43.2% | -14.5% | +21.4% |
| All | +28.7% | +42.6% | -13.9% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling