+78.8%
IVV vs TSN
+43.0%
+35.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +3.3% | -1.4% | +4.8% | +3.4% |
| 30D | -2.7% | +10.2% | -12.8% | -3.2% |
| 3M | -1.7% | +7.2% | -8.9% | -2.1% |
| 6M | +3.2% | -10.6% | +13.7% | +4.1% |
| YTD | +12.0% | +3.7% | +8.3% | +11.3% |
| 1Y | +12.1% | +13.5% | -1.4% | +10.3% |
| All | +78.8% | +43.0% | +35.8% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling