+48.1%
IJH vs TSN
-17.2%
+65.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -1.9% | +3.0% | -4.9% | -2.5% |
| 30D | -4.6% | -4.2% | -0.5% | -3.8% |
| 3M | -1.2% | -3.9% | +2.7% | -0.6% |
| 6M | +9.4% | -9.8% | +19.2% | +11.2% |
| YTD | +13.3% | -7.3% | +20.6% | +14.1% |
| 1Y | +13.4% | -2.2% | +15.6% | +12.2% |
| 3Y | +50.4% | +11.9% | +38.6% | +40.1% |
| All | +48.1% | -17.2% | +65.3% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling