+4,499.1%
COP vs TSN
+1,053.2%
+3,445.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -8.4% | +4.9% | -13.3% | -9.5% |
| 30D | +0.3% | +12.1% | -11.8% | -2.4% |
| 3M | +15.1% | +4.1% | +11.0% | +13.8% |
| 6M | +19.8% | -10.9% | +30.6% | +22.2% |
| YTD | +46.8% | +4.8% | +42.0% | +44.0% |
| 1Y | +59.7% | +17.6% | +42.1% | +52.5% |
| 3Y | +28.7% | +43.2% | -14.5% | +16.6% |
| 5Y | +110.7% | -13.9% | +124.6% | +111.8% |
| 10Y | +298.3% | +11.8% | +286.5% | +272.2% |
| All | +4,499.1% | +1,053.2% | +3,445.9% | +2,634.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling