+74.7%
IBM vs TSN
+10.8%
+63.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.2% |
| 7D | -0.3% | -6.3% | +6.0% | +0.5% |
| 30D | +0.3% | -10.8% | +11.1% | +1.8% |
| 3M | -21.6% | -8.8% | -12.8% | -20.7% |
| 6M | -4.7% | -16.8% | +12.1% | -2.8% |
| YTD | -19.1% | -10.0% | -9.1% | -18.4% |
| 1Y | -2.5% | -5.3% | +2.8% | -2.5% |
| All | +74.7% | +10.8% | +63.9% | +64.5% |
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 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