+584.4%
TSN vs IBB
+566.2%
+18.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.4% |
| 7D | +4.6% | -1.8% | +6.5% | +5.3% |
| 30D | +15.4% | +5.1% | +10.4% | +13.1% |
| 3M | +2.9% | +10.7% | -7.8% | -1.6% |
| 6M | -10.8% | +22.9% | -33.7% | -18.3% |
| YTD | +4.5% | +26.7% | -22.2% | -5.9% |
| 1Y | +19.5% | +35.1% | -15.6% | +5.0% |
| 3Y | +42.2% | +80.2% | -38.0% | +10.0% |
| 5Y | -14.2% | +37.8% | -52.0% | -27.4% |
| 10Y | +15.4% | +161.2% | -145.8% | -27.9% |
| All | +584.4% | +566.2% | +18.2% | +116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling