-5.3%
TSN vs COPX
+84.7%
-89.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.7% |
| 7D | -6.3% | -4.0% | -2.3% | -6.4% |
| 30D | -10.8% | +4.5% | -15.4% | -10.8% |
| 3M | -8.8% | +0.8% | -9.6% | -8.4% |
| 6M | -16.8% | +3.2% | -20.0% | -16.8% |
| YTD | -10.0% | +26.7% | -36.7% | -9.8% |
| 1Y | -5.3% | +85.7% | -90.9% | -7.3% |
| All | -5.3% | +84.7% | -89.9% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling