-18.7%
TSN vs COPX
+163.4%
-182.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.0% | -2.3% | +5.4% | +3.2% |
| 30D | -4.2% | +0.3% | -4.4% | -4.3% |
| 3M | -3.9% | +6.8% | -10.7% | -4.8% |
| 6M | -9.8% | +7.9% | -17.8% | -11.4% |
| YTD | -7.3% | +23.7% | -31.0% | -10.9% |
| 1Y | -2.2% | +71.5% | -73.7% | -10.6% |
| 3Y | +11.9% | +149.1% | -137.2% | -5.8% |
| All | -18.7% | +163.4% | -182.1% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling