-13.3%
IBM vs TSN
+19.9%
-33.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | +1.1% |
| 7D | +0.4% | +8.4% | -8.0% | -0.5% |
| 30D | +14.8% | +16.1% | -1.3% | +12.8% |
| 3M | +8.9% | +3.2% | +5.8% | +8.7% |
| 6M | +12.4% | -11.1% | +23.6% | +13.6% |
| YTD | -12.4% | +5.1% | -17.5% | -14.0% |
| 1Y | -13.3% | +19.4% | -32.7% | -17.5% |
| All | -13.3% | +19.9% | -33.2% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling