-1.2%
IQV vs TSN
-18.6%
+17.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | -5.3% | +1.4% | -6.6% | -5.6% |
| 30D | +5.5% | -6.2% | +11.7% | +7.2% |
| 3M | +41.2% | -5.7% | +46.9% | +43.3% |
| 6M | +50.5% | -11.4% | +61.9% | +54.0% |
| YTD | +14.1% | -8.2% | +22.3% | +15.6% |
| 1Y | +39.9% | -2.0% | +41.9% | +38.5% |
| 3Y | +20.5% | +11.9% | +8.6% | +12.6% |
| 5Y | -1.2% | -17.8% | +16.5% | +12.1% |
| All | -1.2% | -18.6% | +17.4% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling