+25.4%
IVZ vs TSN
+12.4%
+13.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.4% |
| 7D | +7.6% | -1.4% | +9.0% | +7.6% |
| 30D | +4.3% | +8.5% | -4.2% | +4.5% |
| 3M | -9.3% | +5.3% | -14.6% | -9.2% |
| 6M | +5.2% | -10.5% | +15.7% | +6.7% |
| YTD | +13.4% | +3.0% | +10.5% | +12.5% |
| 1Y | +25.4% | +12.1% | +13.2% | +19.7% |
| All | +25.4% | +12.4% | +13.0% | +19.7% |
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 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