+11.8%
TSN vs IBB
+139.6%
-127.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.6% |
| 7D | +4.9% | +2.7% | +2.2% | +3.9% |
| 30D | +12.1% | +6.3% | +5.7% | +9.7% |
| 3M | +4.1% | +11.1% | -6.9% | +0.2% |
| 6M | -10.9% | +29.2% | -40.1% | -18.8% |
| YTD | +4.8% | +30.2% | -25.4% | -5.1% |
| 1Y | +17.6% | +39.5% | -21.8% | +4.0% |
| 3Y | +43.2% | +92.3% | -49.1% | +11.4% |
| 5Y | -13.9% | +43.0% | -56.9% | -26.4% |
| 10Y | +11.8% | +137.1% | -125.3% | -24.8% |
| All | +11.8% | +139.6% | -127.8% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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