+168.1%
IJR vs TSN
-4.9%
+173.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -2.2% | +3.0% | -5.2% | -3.1% |
| 30D | -4.6% | -4.2% | -0.4% | -3.4% |
| 3M | +0.2% | -3.9% | +4.1% | +1.1% |
| 6M | +14.7% | -9.8% | +24.6% | +17.5% |
| YTD | +18.9% | -7.3% | +26.1% | +20.3% |
| 1Y | +19.9% | -2.2% | +22.1% | +18.8% |
| 3Y | +53.0% | +11.9% | +41.1% | +42.0% |
| 5Y | +40.9% | -16.9% | +57.8% | +43.5% |
| All | +168.1% | -4.9% | +173.0% | +145.0% |
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