+38.9%
IGV vs TSN
+10.3%
+28.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -1.5% | -7.3% | +5.8% | -1.7% |
| 30D | -3.0% | -8.6% | +5.6% | -3.1% |
| 3M | +9.6% | -7.5% | +17.1% | +9.4% |
| 6M | +16.1% | -14.1% | +30.3% | +15.6% |
| YTD | -3.6% | -9.4% | +5.8% | -4.1% |
| 1Y | -7.8% | -4.1% | -3.8% | -8.5% |
| All | +38.9% | +10.3% | +28.5% | +28.3% |
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