-7.0%
TSN vs IONS
+84.6%
-91.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -7.3% | -8.7% | +1.4% | -6.4% |
| 30D | -8.6% | -1.6% | -7.0% | -8.5% |
| 3M | -7.5% | -24.9% | +17.4% | -5.3% |
| 6M | -14.1% | -25.7% | +11.5% | -12.1% |
| YTD | -9.4% | -29.2% | +19.8% | -6.9% |
| 1Y | -4.1% | -13.0% | +8.9% | -3.5% |
| 3Y | +10.3% | +35.9% | -25.6% | +3.8% |
| 5Y | -19.7% | +54.5% | -74.2% | -26.9% |
| 10Y | -7.0% | +93.1% | -100.1% | -18.1% |
| All | -7.0% | +84.6% | -91.6% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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