+594.9%
TSN vs IONS
+266.7%
+328.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | +4.6% | -9.4% | +14.0% | +5.3% |
| 30D | +15.4% | -10.7% | +26.2% | +16.2% |
| 3M | +2.9% | -27.7% | +30.6% | +5.0% |
| 6M | -10.8% | -48.7% | +37.9% | -7.2% |
| YTD | +4.5% | -50.2% | +54.6% | +8.8% |
| 1Y | +19.5% | -46.8% | +66.3% | +23.9% |
| 3Y | +42.2% | -14.8% | +57.1% | +41.2% |
| 5Y | -14.2% | +17.0% | -31.2% | -17.5% |
| 10Y | +15.4% | +45.3% | -29.9% | +6.7% |
| All | +594.9% | +266.7% | +328.2% | +439.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling