-4.1%
TSN vs COO
-7.1%
+3.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.2% | +5.2% | 0.0% |
| 7D | -7.3% | -9.0% | +1.7% | -5.9% |
| 30D | -8.6% | -16.8% | +8.2% | -5.7% |
| 3M | -7.5% | -7.5% | 0.0% | -6.6% |
| 6M | -14.1% | -16.3% | +2.1% | -11.5% |
| YTD | -9.4% | -22.5% | +13.1% | -5.3% |
| 1Y | -4.1% | -7.0% | +2.9% | -3.5% |
| All | -4.1% | -7.1% | +3.0% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling