+444.5%
CORZ vs TSN
+7.6%
+436.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +5.0% |
| 7D | +16.6% | -5.0% | +21.6% | +15.5% |
| 30D | -10.9% | -9.1% | -1.8% | -12.4% |
| 3M | -31.0% | -7.4% | -23.6% | -31.8% |
| 6M | +26.0% | -13.4% | +39.4% | +23.8% |
| YTD | +28.6% | -8.5% | +37.1% | +28.2% |
| 1Y | +34.5% | -3.2% | +37.6% | +36.4% |
| All | +444.5% | +7.6% | +436.9% | +548.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling