+1,055.3%
TSN vs COO
+5,356.1%
-4,300.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.6% |
| 7D | +4.6% | +4.7% | -0.1% | +4.3% |
| 30D | +15.4% | +13.9% | +1.5% | +14.4% |
| 3M | +2.9% | -14.9% | +17.8% | +3.9% |
| 6M | -10.8% | +2.0% | -12.8% | -11.1% |
| YTD | +4.5% | -23.9% | +28.4% | +6.1% |
| 1Y | +19.5% | -9.6% | +29.1% | +20.0% |
| 3Y | +42.2% | -25.4% | +67.6% | +43.9% |
| 5Y | -14.2% | -41.2% | +27.0% | -12.2% |
| 10Y | +15.4% | +42.1% | -26.7% | +12.1% |
| All | +1,055.3% | +5,356.1% | -4,300.8% | +893.5% |
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