+895.4%
TSN vs COO
+5,988.7%
-5,093.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -6.3% | -2.2% | -4.1% | -6.2% |
| 30D | -10.8% | -7.0% | -3.8% | -10.4% |
| 3M | -8.8% | +12.2% | -21.0% | -9.5% |
| 6M | -16.8% | -15.1% | -1.7% | -16.0% |
| YTD | -10.0% | -15.1% | +5.1% | -9.1% |
| 1Y | -5.3% | +2.3% | -7.6% | -5.6% |
| 3Y | +8.5% | -23.7% | +32.2% | +9.7% |
| 5Y | -22.9% | -38.9% | +16.0% | -21.2% |
| 10Y | -12.6% | +49.9% | -62.6% | -15.4% |
| All | +895.4% | +5,988.7% | -5,093.3% | +750.8% |
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 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