+38.8%
IGV vs TSN
+41.9%
-3.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.3% |
| 7D | +2.3% | -1.4% | +3.8% | +2.3% |
| 30D | -6.0% | +8.5% | -14.5% | -5.8% |
| 3M | -4.8% | +5.3% | -10.1% | -4.6% |
| 6M | +14.2% | -10.5% | +24.7% | +14.4% |
| YTD | -4.2% | +3.0% | -7.2% | -4.4% |
| 1Y | -5.3% | +12.1% | -17.4% | -5.7% |
| 3Y | +38.8% | +43.1% | -4.3% | +36.1% |
| All | +38.8% | +41.9% | -3.1% | +36.1% |
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