+17,451.9%
COR vs TSN
+430.2%
+17,021.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | +2.8% | -6.3% | +9.1% | +3.8% |
| 30D | +4.5% | -10.8% | +15.3% | +6.4% |
| 3M | +22.7% | -8.8% | +31.4% | +24.3% |
| 6M | -9.7% | -16.8% | +7.1% | -7.4% |
| YTD | -1.4% | -10.0% | +8.6% | -0.1% |
| 1Y | +13.9% | -5.3% | +19.2% | +14.4% |
| 3Y | +94.0% | +8.5% | +85.4% | +89.1% |
| 5Y | +184.0% | -22.9% | +206.9% | +190.3% |
| 10Y | +406.8% | -12.6% | +419.4% | +395.0% |
| All | +17,451.9% | +430.2% | +17,021.7% | +11,653.7% |
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