+83.1%
IVV vs TSN
-22.4%
+105.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | +0.1% | -6.3% | +6.4% | +1.1% |
| 30D | +0.1% | -10.8% | +10.9% | +1.9% |
| 3M | +2.0% | -8.8% | +10.7% | +3.2% |
| 6M | +13.0% | -16.8% | +29.9% | +16.0% |
| YTD | +13.6% | -10.0% | +23.6% | +14.7% |
| 1Y | +20.1% | -5.3% | +25.3% | +19.8% |
| 3Y | +77.6% | +8.5% | +69.1% | +69.0% |
| All | +83.1% | -22.4% | +105.5% | +95.7% |
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 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