-22.0%
TSN vs COO
-38.8%
+16.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -6.3% | -2.2% | -4.1% | -5.9% |
| 30D | -10.8% | -7.0% | -3.8% | -9.6% |
| 3M | -8.8% | +12.2% | -21.0% | -10.9% |
| 6M | -16.8% | -15.1% | -1.7% | -14.5% |
| YTD | -10.0% | -15.1% | +5.1% | -7.5% |
| 1Y | -5.3% | +2.3% | -7.6% | -6.2% |
| 3Y | +8.5% | -23.7% | +32.2% | +11.3% |
| All | -22.0% | -38.8% | +16.8% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling