+260.6%
TSN vs COPX
+198.0%
+62.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.9% |
| 7D | -5.0% | +5.8% | -10.8% | -6.1% |
| 30D | -9.1% | +7.2% | -16.3% | -10.4% |
| 3M | -7.4% | +16.5% | -23.9% | -10.6% |
| 6M | -13.4% | +18.4% | -31.8% | -17.5% |
| YTD | -8.5% | +31.9% | -40.4% | -15.3% |
| 1Y | -3.2% | +88.5% | -91.7% | -17.2% |
| 3Y | +11.5% | +173.1% | -161.6% | -14.1% |
| 5Y | -19.5% | +193.1% | -212.6% | -40.5% |
| 10Y | -9.1% | +591.7% | -600.8% | -48.5% |
| All | +260.6% | +198.0% | +62.6% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling