-14.0%
TSN vs COO
-41.6%
+27.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | +4.6% | +4.7% | -0.1% | +3.8% |
| 30D | +15.4% | +13.9% | +1.5% | +12.8% |
| 3M | +2.9% | -14.9% | +17.8% | +5.6% |
| 6M | -10.8% | +2.0% | -12.8% | -11.7% |
| YTD | +4.5% | -23.9% | +28.4% | +9.1% |
| 1Y | +19.5% | -9.6% | +29.1% | +20.7% |
| 3Y | +42.2% | -25.4% | +67.6% | +45.3% |
| All | -14.0% | -41.6% | +27.6% | -8.8% |
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