-9.1%
TSN vs COO
+43.7%
-52.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.4% |
| 7D | -5.0% | -2.3% | -2.8% | -4.5% |
| 30D | -9.1% | -8.8% | -0.3% | -6.8% |
| 3M | -7.4% | +1.3% | -8.8% | -8.0% |
| 6M | -13.4% | -11.6% | -1.8% | -10.8% |
| YTD | -8.5% | -17.4% | +8.9% | -4.1% |
| 1Y | -3.2% | -1.6% | -1.6% | -3.8% |
| 3Y | +11.5% | -22.6% | +34.1% | +15.2% |
| 5Y | -19.5% | -40.3% | +20.8% | -10.7% |
| 10Y | -9.1% | +45.2% | -54.3% | -21.7% |
| All | -9.1% | +43.7% | -52.8% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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