+107.7%
COST vs TSN
-17.2%
+124.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -1.2% | +3.0% | -4.2% | -1.7% |
| 30D | -4.7% | -4.2% | -0.5% | -4.0% |
| 3M | -7.1% | -3.9% | -3.2% | -6.6% |
| 6M | -8.5% | -9.8% | +1.3% | -7.1% |
| YTD | +5.4% | -7.3% | +12.6% | +6.4% |
| 1Y | -5.6% | -2.2% | -3.4% | -5.8% |
| 3Y | +68.5% | +11.9% | +56.6% | +60.3% |
| All | +107.7% | -17.2% | +124.9% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling