-6.7%
IP vs TSN
+10.6%
-17.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -0.9% | -1.4% | +0.5% | -0.7% |
| 30D | +6.7% | +10.2% | -3.5% | +5.3% |
| 3M | -16.6% | +7.2% | -23.7% | -17.3% |
| 6M | +6.0% | -10.6% | +16.6% | +7.3% |
| YTD | -10.7% | +3.7% | -14.4% | -12.6% |
| 1Y | -6.7% | +13.5% | -20.2% | -11.9% |
| All | -6.7% | +10.6% | -17.3% | -11.9% |
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