+796.5%
TSN vs IBN
+1,760.3%
-963.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.4% | +1.9% | -3.3% | -1.7% |
| 30D | +8.5% | +22.1% | -13.6% | +5.3% |
| 3M | +5.3% | +17.1% | -11.8% | +2.8% |
| 6M | -10.5% | +35.5% | -46.0% | -14.6% |
| YTD | +3.0% | +16.8% | -13.9% | +0.3% |
| 1Y | +12.1% | +12.4% | -0.3% | +9.8% |
| 3Y | +43.1% | +58.0% | -14.9% | +32.4% |
| 5Y | -15.1% | +73.7% | -88.8% | -23.1% |
| 10Y | +14.8% | +385.6% | -370.8% | -14.7% |
| All | +796.5% | +1,760.3% | -963.8% | +396.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling