+1,104.4%
IVZ vs TSN
+388.0%
+716.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +0.6% | -6.3% | +7.0% | +2.8% |
| 30D | +4.0% | -10.8% | +14.8% | +8.0% |
| 3M | +18.2% | -8.8% | +26.9% | +21.2% |
| 6M | +32.8% | -16.8% | +49.6% | +40.2% |
| YTD | +28.7% | -10.0% | +38.7% | +31.7% |
| 1Y | +55.4% | -5.3% | +60.6% | +55.5% |
| 3Y | +135.2% | +8.5% | +126.7% | +121.1% |
| 5Y | +64.2% | -22.9% | +87.1% | +72.9% |
| 10Y | +64.6% | -12.6% | +77.2% | +60.2% |
| All | +1,104.4% | +388.0% | +716.4% | +451.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling