-19.7%
TSN vs IBN
+54.0%
-73.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | -7.3% | -5.1% | -2.2% | -6.6% |
| 30D | -8.6% | -3.5% | -5.1% | -8.2% |
| 3M | -7.5% | +11.3% | -18.8% | -8.9% |
| 6M | -14.1% | +4.4% | -18.6% | -14.7% |
| YTD | -9.4% | -1.8% | -7.6% | -9.4% |
| 1Y | -4.1% | -8.0% | +3.9% | -3.1% |
| 3Y | +10.3% | +27.1% | -16.7% | +4.6% |
| 5Y | -19.7% | +54.5% | -74.2% | -27.4% |
| All | -19.7% | +54.0% | -73.7% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling