+318.0%
CORZ vs TSN
+21.9%
+296.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.6% |
| 7D | +26.4% | -1.4% | +27.8% | +25.9% |
| 30D | -6.8% | +10.2% | -17.0% | -4.4% |
| 3M | -31.1% | +7.2% | -38.3% | -29.6% |
| 6M | -36.9% | -10.6% | -26.3% | -36.9% |
| YTD | -1.2% | +3.7% | -5.0% | +1.5% |
| 1Y | -12.5% | +13.5% | -26.0% | -8.2% |
| All | +318.0% | +21.9% | +296.1% | +413.3% |
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 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