+11.2%
TSN vs COO
-22.0%
+33.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -6.3% | -2.2% | -4.1% | -6.0% |
| 30D | -10.8% | -7.0% | -3.8% | -9.8% |
| 3M | -8.8% | +12.2% | -21.0% | -10.5% |
| 6M | -16.8% | -15.1% | -1.7% | -14.9% |
| YTD | -10.0% | -15.1% | +5.1% | -8.0% |
| 1Y | -5.3% | +2.3% | -7.6% | -5.9% |
| All | +11.2% | -22.0% | +33.2% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling