+13.8%
IP vs TSN
+43.3%
-29.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -5.0% | +6.9% | -11.8% | -6.6% |
| 30D | +6.5% | +15.7% | -9.1% | +2.7% |
| 3M | -18.0% | +4.3% | -22.3% | -19.0% |
| 6M | +10.3% | -10.6% | +20.9% | +13.4% |
| YTD | -9.9% | +5.2% | -15.1% | -12.1% |
| 1Y | -1.1% | +18.7% | -19.7% | -7.4% |
| All | +13.8% | +43.3% | -29.5% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling