+23.9%
IP vs TSN
+8.7%
+15.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | -5.3% | -6.3% | +1.1% | -3.8% |
| 30D | -10.9% | -10.8% | 0.0% | -8.3% |
| 3M | +11.2% | -8.8% | +19.9% | +13.7% |
| 6M | -10.2% | -16.8% | +6.6% | -6.4% |
| YTD | -2.0% | -10.0% | +8.0% | -0.5% |
| 1Y | -19.1% | -5.3% | -13.8% | -19.3% |
| All | +23.9% | +8.7% | +15.2% | +12.8% |
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