+11,671.2%
COST vs TSN
+907.0%
+10,764.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | -3.2% | -5.0% | +1.9% | -2.3% |
| 30D | -4.0% | -9.1% | +5.1% | -2.3% |
| 3M | -6.5% | -7.4% | +0.9% | -5.3% |
| 6M | -8.5% | -13.4% | +4.8% | -6.4% |
| YTD | +6.0% | -8.5% | +14.5% | +7.3% |
| 1Y | -5.8% | -3.2% | -2.6% | -5.8% |
| 3Y | +71.8% | +11.5% | +60.3% | +65.7% |
| 5Y | +106.2% | -19.5% | +125.8% | +109.9% |
| 10Y | +602.0% | -9.1% | +611.2% | +571.7% |
| All | +11,671.2% | +907.0% | +10,764.1% | +4,443.1% |
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