-6.8%
TSN vs COPX
+583.8%
-590.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.0% | -2.3% | +5.4% | +3.4% |
| 30D | -4.2% | +0.3% | -4.4% | -4.4% |
| 3M | -3.9% | +6.8% | -10.7% | -5.6% |
| 6M | -9.8% | +7.9% | -17.8% | -12.5% |
| YTD | -7.3% | +23.7% | -31.0% | -13.0% |
| 1Y | -2.2% | +71.5% | -73.7% | -14.7% |
| 3Y | +11.9% | +149.1% | -137.2% | -12.5% |
| 5Y | -16.9% | +167.3% | -184.3% | -37.9% |
| All | -6.8% | +583.8% | -590.6% | -49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling