+319.9%
IP vs TSN
+1,057.8%
-737.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -5.0% | +6.9% | -11.8% | -6.7% |
| 30D | +6.5% | +15.7% | -9.1% | +2.3% |
| 3M | -18.0% | +4.3% | -22.3% | -19.2% |
| 6M | +10.3% | -10.6% | +20.9% | +13.2% |
| YTD | -9.9% | +5.2% | -15.1% | -11.9% |
| 1Y | -1.1% | +18.7% | -19.7% | -6.5% |
| 3Y | +13.0% | +41.8% | -28.8% | +0.8% |
| 5Y | -12.3% | -13.6% | +1.3% | -11.4% |
| 10Y | +26.8% | +16.2% | +10.6% | +14.8% |
| All | +319.9% | +1,057.8% | -737.9% | +78.1% |
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