+21.1%
COP vs TSN
+10.8%
+10.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +3.0% | -6.3% | +9.3% | +4.1% |
| 30D | +17.5% | -10.8% | +28.3% | +19.7% |
| 3M | +13.4% | -8.8% | +22.1% | +14.7% |
| 6M | +17.7% | -16.8% | +34.6% | +21.1% |
| YTD | +46.6% | -10.0% | +56.6% | +47.5% |
| 1Y | +44.6% | -5.3% | +49.9% | +43.6% |
| All | +21.1% | +10.8% | +10.3% | +17.4% |
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