+1,395.9%
IBKR vs TSN
+253.2%
+1,142.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.4% |
| 7D | -3.8% | +1.4% | -5.2% | -4.2% |
| 30D | -0.3% | -6.2% | +5.9% | +1.3% |
| 3M | +4.8% | -5.7% | +10.4% | +6.1% |
| 6M | +30.8% | -11.4% | +42.2% | +34.2% |
| YTD | +39.5% | -8.2% | +47.6% | +41.1% |
| 1Y | +43.7% | -2.0% | +45.7% | +41.8% |
| 3Y | +284.7% | +11.9% | +272.8% | +255.3% |
| 5Y | +484.9% | -17.8% | +502.7% | +486.5% |
| 10Y | +980.8% | -5.7% | +986.5% | +874.4% |
| All | +1,395.9% | +253.2% | +1,142.7% | +487.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling