+193.3%
COP vs TSN
-20.2%
+213.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -0.5% | -7.3% | +6.8% | +1.2% |
| 30D | +11.7% | -8.6% | +20.4% | +14.0% |
| 3M | +17.7% | -7.5% | +25.2% | +19.4% |
| 6M | +18.3% | -14.1% | +32.4% | +21.7% |
| YTD | +49.1% | -9.4% | +58.5% | +50.8% |
| 1Y | +53.3% | -4.1% | +57.4% | +52.5% |
| 3Y | +22.2% | +10.3% | +11.8% | +15.9% |
| 5Y | +193.3% | -19.7% | +213.0% | +199.6% |
| All | +193.3% | -20.2% | +213.5% | +199.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling