+313.7%
IVV vs TSN
-9.5%
+323.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.0% |
| 7D | +0.5% | -5.0% | +5.6% | +1.6% |
| 30D | -1.0% | -9.1% | +8.1% | +1.0% |
| 3M | +3.9% | -7.4% | +11.3% | +5.3% |
| 6M | +14.5% | -13.4% | +27.9% | +17.4% |
| YTD | +12.9% | -8.5% | +21.4% | +14.1% |
| 1Y | +19.4% | -3.2% | +22.6% | +18.8% |
| 3Y | +78.8% | +11.5% | +67.3% | +69.2% |
| 5Y | +82.2% | -19.5% | +101.7% | +86.1% |
| 10Y | +313.7% | -9.1% | +322.8% | +292.0% |
| All | +313.7% | -9.5% | +323.1% | +292.0% |
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