+293.0%
IBKR vs TSN
+13.0%
+280.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.3% |
| 7D | -1.3% | +3.0% | -4.4% | -1.1% |
| 30D | -0.2% | -4.2% | +4.0% | -0.5% |
| 3M | +3.0% | -3.9% | +6.8% | +2.8% |
| 6M | +33.9% | -9.8% | +43.7% | +33.1% |
| YTD | +42.5% | -7.3% | +49.8% | +42.1% |
| 1Y | +44.9% | -2.2% | +47.1% | +44.9% |
| 3Y | +293.0% | +11.9% | +281.1% | +284.7% |
| All | +293.0% | +13.0% | +280.0% | +284.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling