+22.4%
IP vs TSN
+17.5%
+4.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | +9.2% | +11.8% | -2.6% | +4.9% |
| 3M | -16.1% | +7.1% | -23.2% | -18.4% |
| 6M | +9.6% | -9.2% | +18.7% | +12.8% |
| YTD | -8.8% | +4.8% | -13.6% | -11.5% |
| 1Y | -5.5% | +11.6% | -17.2% | -10.6% |
| 3Y | +19.6% | +41.5% | -21.9% | +1.9% |
| 5Y | -13.5% | -15.5% | +2.1% | -11.8% |
| 10Y | +22.4% | +16.9% | +5.6% | +7.4% |
| All | +22.4% | +17.5% | +4.9% | +7.4% |
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