+356.3%
IGV vs TSN
-5.9%
+362.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -5.4% | +1.4% | -6.7% | -5.6% |
| 30D | -2.6% | -6.2% | +3.5% | -1.7% |
| 3M | +10.5% | -5.7% | +16.2% | +11.4% |
| 6M | +18.2% | -11.4% | +29.5% | +20.0% |
| YTD | -4.2% | -8.2% | +3.9% | -3.5% |
| 1Y | -9.8% | -2.0% | -7.8% | -10.6% |
| 3Y | +39.1% | +11.9% | +27.2% | +32.0% |
| 5Y | +21.2% | -17.8% | +39.0% | +22.7% |
| All | +356.3% | -5.9% | +362.2% | +322.9% |
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