+990.2%
IBKR vs TSN
-4.9%
+995.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | -1.3% | +3.0% | -4.4% | -2.0% |
| 30D | -0.2% | -4.2% | +4.0% | +0.5% |
| 3M | +3.0% | -3.9% | +6.8% | +3.5% |
| 6M | +33.9% | -9.8% | +43.7% | +35.9% |
| YTD | +42.5% | -7.3% | +49.8% | +43.4% |
| 1Y | +44.9% | -2.2% | +47.1% | +43.4% |
| 3Y | +293.0% | +11.9% | +281.1% | +267.6% |
| 5Y | +497.7% | -16.9% | +514.6% | +502.4% |
| All | +990.2% | -4.9% | +995.1% | +893.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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