+80.1%
COR vs TSN
+42.6%
+37.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.3% | +3.6% |
| 7D | +2.3% | +4.9% | -2.5% | +1.7% |
| 30D | +6.8% | +12.1% | -5.3% | +5.3% |
| 3M | +8.1% | +4.1% | +4.0% | +7.4% |
| 6M | +33.0% | -10.9% | +43.9% | +34.3% |
| YTD | +3.0% | +4.8% | -1.8% | +2.2% |
| 1Y | -3.4% | +17.6% | -21.1% | -5.3% |
| 3Y | +80.1% | +43.2% | +36.9% | +86.4% |
| All | +80.1% | +42.6% | +37.6% | +86.4% |
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