+973.2%
IGV vs TSN
+720.5%
+252.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.1% |
| 7D | -4.5% | -6.3% | +1.8% | -3.1% |
| 30D | +3.2% | -10.8% | +14.0% | +5.9% |
| 3M | +4.5% | -8.8% | +13.3% | +6.5% |
| 6M | +22.1% | -16.8% | +38.9% | +26.7% |
| YTD | -1.0% | -10.0% | +9.0% | +0.5% |
| 1Y | -2.1% | -5.3% | +3.1% | -2.1% |
| 3Y | +44.6% | +8.5% | +36.1% | +37.3% |
| 5Y | +22.2% | -22.9% | +45.1% | +25.3% |
| 10Y | +364.7% | -12.6% | +377.4% | +337.4% |
| All | +973.2% | +720.5% | +252.7% | +397.6% |
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