+227.2%
IONQ vs TSN
+10.7%
+216.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.3% |
| 7D | +25.5% | +4.9% | +20.6% | +24.9% |
| 30D | -11.4% | +12.1% | -23.5% | -12.5% |
| 3M | -20.5% | +4.1% | -24.6% | -20.8% |
| 6M | -28.2% | -10.9% | -17.3% | -27.1% |
| YTD | -21.2% | +4.8% | -26.0% | -22.6% |
| 1Y | -40.4% | +17.6% | -58.0% | -42.8% |
| 3Y | +214.7% | +43.2% | +171.5% | +173.1% |
| 5Y | +56.9% | -13.9% | +70.7% | +64.5% |
| All | +227.2% | +10.7% | +216.5% | +220.3% |
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 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