+4,492.0%
COP vs TSN
+890.5%
+3,601.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +3.0% | -6.3% | +9.3% | +4.5% |
| 30D | +17.5% | -10.8% | +28.3% | +20.4% |
| 3M | +13.4% | -8.8% | +22.1% | +15.3% |
| 6M | +17.7% | -16.8% | +34.6% | +21.9% |
| YTD | +46.6% | -10.0% | +56.6% | +48.9% |
| 1Y | +44.6% | -5.3% | +49.9% | +45.1% |
| 3Y | +20.7% | +8.5% | +12.2% | +16.5% |
| 5Y | +185.0% | -22.9% | +208.0% | +194.2% |
| 10Y | +347.0% | -12.6% | +359.6% | +340.0% |
| All | +4,492.0% | +890.5% | +3,601.5% | +2,728.4% |
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 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