+18,237.3%
COR vs TSN
+517.3%
+17,720.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.3% | +3.6% |
| 7D | +2.3% | +4.9% | -2.5% | +1.6% |
| 30D | +6.8% | +12.1% | -5.3% | +4.9% |
| 3M | +8.1% | +4.1% | +4.0% | +7.3% |
| 6M | +33.0% | -10.9% | +43.9% | +35.1% |
| YTD | +3.0% | +4.8% | -1.8% | +1.8% |
| 1Y | -3.4% | +17.6% | -21.1% | -6.3% |
| 3Y | +80.1% | +43.2% | +36.9% | +68.2% |
| 5Y | +194.7% | -13.9% | +208.6% | +195.9% |
| 10Y | +512.3% | +11.8% | +500.4% | +476.7% |
| All | +18,237.3% | +517.3% | +17,720.0% | +11,885.2% |
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