+49.0%
IVZ vs TSN
+14.3%
+34.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -2.4% | +4.6% | -7.1% | -4.3% |
| 30D | -11.2% | +15.4% | -26.6% | -16.5% |
| 3M | -14.0% | +2.9% | -16.9% | -15.4% |
| 6M | +0.5% | -10.8% | +11.2% | +4.4% |
| YTD | +5.4% | +4.5% | +1.0% | +1.3% |
| 1Y | +19.5% | +19.5% | -0.1% | +7.7% |
| 3Y | +128.7% | +42.2% | +86.5% | +84.9% |
| 5Y | +28.8% | -14.2% | +43.0% | +30.9% |
| All | +49.0% | +14.3% | +34.7% | +28.5% |
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