+15.9%
IP vs TSN
+15.3%
+0.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -0.9% | -1.4% | +0.5% | -0.4% |
| 30D | +6.7% | +10.2% | -3.5% | +3.0% |
| 3M | -16.6% | +7.2% | -23.7% | -18.8% |
| 6M | +6.0% | -10.6% | +16.6% | +9.7% |
| YTD | -10.7% | +3.7% | -14.4% | -13.0% |
| 1Y | -6.7% | +13.5% | -20.2% | -12.2% |
| 3Y | +17.1% | +40.1% | -23.0% | +0.2% |
| 5Y | -14.6% | -14.5% | -0.1% | -13.3% |
| All | +15.9% | +15.3% | +0.6% | +2.4% |
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