+1,059.0%
TSN vs COO
+5,493.5%
-4,434.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.1% |
| 7D | +4.9% | +4.3% | +0.6% | +4.6% |
| 30D | +12.1% | +17.6% | -5.5% | +10.8% |
| 3M | +4.1% | -13.9% | +18.0% | +5.0% |
| 6M | -10.9% | +6.6% | -17.4% | -11.5% |
| YTD | +4.8% | -22.0% | +26.8% | +6.3% |
| 1Y | +17.6% | -8.8% | +26.4% | +18.0% |
| 3Y | +43.2% | -21.5% | +64.7% | +44.4% |
| 5Y | -13.9% | -41.0% | +27.1% | -11.9% |
| 10Y | +11.8% | +40.9% | -29.0% | +8.6% |
| All | +1,059.0% | +5,493.5% | -4,434.5% | +894.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling