+18,393.8%
COR vs TSN
+521.7%
+17,872.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +2.4% | +5.8% | -3.4% | +1.5% |
| 30D | +7.7% | +12.8% | -5.2% | +5.6% |
| 3M | +7.5% | +6.5% | +1.0% | +6.4% |
| 6M | +34.1% | -10.3% | +44.4% | +36.1% |
| YTD | +3.9% | +5.5% | -1.7% | +2.6% |
| 1Y | -3.6% | +15.8% | -19.4% | -6.3% |
| 3Y | +80.5% | +42.5% | +38.0% | +68.6% |
| 5Y | +194.9% | -14.3% | +209.2% | +196.3% |
| 10Y | +486.6% | +18.2% | +468.4% | +448.5% |
| All | +18,393.8% | +521.7% | +17,872.1% | +11,974.2% |
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