+30.7%
IVZ vs TSN
+19.9%
+10.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.2% | +4.2% |
| 7D | +2.6% | +8.4% | -5.8% | +2.8% |
| 30D | -3.5% | +16.1% | -19.6% | -3.1% |
| 3M | -7.4% | +3.2% | -10.5% | -7.1% |
| 6M | +14.7% | -11.1% | +25.8% | +16.2% |
| YTD | +14.6% | +5.1% | +9.5% | +14.3% |
| 1Y | +30.7% | +19.4% | +11.3% | +24.9% |
| All | +30.7% | +19.9% | +10.8% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling