+356.7%
IP vs TSN
+890.5%
-533.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | -5.3% | -6.3% | +1.1% | -3.7% |
| 30D | -10.9% | -10.8% | 0.0% | -8.2% |
| 3M | +11.2% | -8.8% | +19.9% | +13.7% |
| 6M | -10.2% | -16.8% | +6.6% | -6.1% |
| YTD | -2.0% | -10.0% | +8.0% | +0.1% |
| 1Y | -19.1% | -5.3% | -13.8% | -18.7% |
| 3Y | +20.9% | +8.5% | +12.3% | +16.0% |
| 5Y | -17.8% | -22.9% | +5.1% | -14.3% |
| 10Y | +23.5% | -12.6% | +36.2% | +20.5% |
| All | +356.7% | +890.5% | -533.8% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling