+9.4%
TSN vs IBB
+64.8%
-55.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -6.3% | +1.4% | -7.7% | -6.6% |
| 30D | -10.8% | +10.5% | -21.3% | -13.1% |
| 3M | -8.8% | +23.6% | -32.4% | -13.8% |
| 6M | -16.8% | +22.6% | -39.4% | -21.4% |
| YTD | -10.0% | +25.7% | -35.7% | -15.7% |
| 1Y | -5.3% | +51.4% | -56.6% | -16.4% |
| All | +9.4% | +64.8% | -55.4% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling