+241.9%
CORZ vs TSN
+22.8%
+219.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.1% | +3.2% |
| 7D | -11.2% | +4.6% | -15.9% | -10.0% |
| 30D | -26.2% | +15.4% | -41.7% | -23.6% |
| 3M | -44.1% | +2.9% | -47.0% | -43.3% |
| 6M | -52.3% | -10.8% | -41.5% | -52.2% |
| YTD | -19.2% | +4.5% | -23.7% | -16.8% |
| 1Y | -42.9% | +19.5% | -62.4% | -39.0% |
| All | +241.9% | +22.8% | +219.1% | +320.5% |
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