+12.4%
TSN vs COO
+40.1%
-27.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -1.4% | -2.1% | +0.7% | -0.9% |
| 30D | +10.2% | +13.9% | -3.8% | +6.4% |
| 3M | +7.2% | -18.9% | +26.1% | +12.8% |
| 6M | -10.6% | +3.7% | -14.3% | -12.5% |
| YTD | +3.7% | -24.1% | +27.8% | +10.6% |
| 1Y | +13.5% | -14.2% | +27.7% | +16.7% |
| 3Y | +40.1% | -24.5% | +64.5% | +44.5% |
| 5Y | -14.5% | -40.4% | +26.0% | -6.2% |
| All | +12.4% | +40.1% | -27.7% | -6.5% |
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