+12.2%
IOT vs TSN
-5.8%
+18.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.6% |
| 7D | -2.3% | -6.3% | +4.0% | -3.3% |
| 30D | +3.8% | -10.8% | +14.6% | +2.3% |
| 3M | +14.2% | -8.8% | +22.9% | +12.7% |
| 6M | +40.1% | -16.8% | +56.9% | +34.0% |
| YTD | +13.4% | -10.0% | +23.4% | +10.0% |
| 1Y | +12.2% | -5.3% | +17.4% | +4.3% |
| All | +12.2% | -5.8% | +18.0% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling