-9.1%
TSN vs IBB
+122.6%
-131.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.8% | +2.4% |
| 7D | -5.0% | -1.7% | -3.4% | -4.6% |
| 30D | -9.1% | +4.9% | -13.9% | -10.6% |
| 3M | -7.4% | +24.2% | -31.6% | -14.1% |
| 6M | -13.4% | +23.8% | -37.2% | -19.8% |
| YTD | -8.5% | +23.0% | -31.4% | -15.2% |
| 1Y | -3.2% | +46.2% | -49.3% | -15.5% |
| 3Y | +11.5% | +64.8% | -53.3% | -7.8% |
| 5Y | -19.5% | +20.9% | -40.4% | -26.8% |
| 10Y | -9.1% | +121.6% | -130.7% | -33.8% |
| All | -9.1% | +122.6% | -131.8% | -33.8% |
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