+64.7%
IVZ vs TSN
-11.8%
+76.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | +0.6% | -6.3% | +7.0% | +3.1% |
| 30D | +4.0% | -10.8% | +14.8% | +8.7% |
| 3M | +18.2% | -8.8% | +26.9% | +21.7% |
| 6M | +32.8% | -16.8% | +49.6% | +41.4% |
| YTD | +28.7% | -10.0% | +38.7% | +31.8% |
| 1Y | +55.4% | -5.3% | +60.6% | +54.9% |
| 3Y | +135.2% | +8.5% | +126.7% | +115.2% |
| 5Y | +64.2% | -22.9% | +87.1% | +74.2% |
| All | +64.7% | -11.8% | +76.5% | +57.7% |
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 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