+2,413.6%
IBM vs TSN
+890.5%
+1,523.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.2% |
| 7D | -0.3% | -6.3% | +6.0% | +0.8% |
| 30D | +0.3% | -10.8% | +11.1% | +2.2% |
| 3M | -21.6% | -8.8% | -12.8% | -20.5% |
| 6M | -4.7% | -16.8% | +12.1% | -2.0% |
| YTD | -19.1% | -10.0% | -9.1% | -17.9% |
| 1Y | -2.5% | -5.3% | +2.8% | -2.1% |
| 3Y | +74.2% | +8.5% | +65.6% | +69.4% |
| 5Y | +113.1% | -22.9% | +136.1% | +118.2% |
| 10Y | +133.5% | -12.6% | +146.2% | +128.0% |
| All | +2,413.6% | +890.5% | +1,523.1% | +1,274.7% |
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 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