+236.7%
IQV vs TSN
-4.9%
+241.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | -2.2% | +3.0% | -5.3% | -3.1% |
| 30D | +8.3% | -4.2% | +12.5% | +9.4% |
| 3M | +44.6% | -3.9% | +48.5% | +45.9% |
| 6M | +52.6% | -9.8% | +62.4% | +55.7% |
| YTD | +16.1% | -7.3% | +23.4% | +17.6% |
| 1Y | +37.3% | -2.2% | +39.5% | +36.4% |
| 3Y | +21.6% | +11.9% | +9.7% | +14.5% |
| 5Y | +0.5% | -16.9% | +17.4% | +2.8% |
| All | +236.7% | -4.9% | +241.7% | +212.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling