+144.5%
IBM vs TSN
-9.4%
+153.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.6% |
| 7D | +3.6% | -7.3% | +10.8% | +5.3% |
| 30D | +1.5% | -8.6% | +10.2% | +3.6% |
| 3M | -12.9% | -7.5% | -5.4% | -11.4% |
| 6M | -3.9% | -14.1% | +10.2% | -1.0% |
| YTD | -17.3% | -9.4% | -7.9% | -16.0% |
| 1Y | -5.0% | -4.1% | -0.9% | -5.0% |
| 3Y | +78.2% | +10.3% | +67.9% | +69.7% |
| 5Y | +120.6% | -19.7% | +140.4% | +125.6% |
| 10Y | +144.5% | -7.0% | +151.5% | +132.2% |
| All | +144.5% | -9.4% | +153.9% | +132.2% |
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