+19.4%
TSN vs IRE
-97.6%
+117.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -23.2% | +28.6% | +5.4% |
| 7D | +8.4% | -46.8% | +55.3% | +8.5% |
| 30D | +16.1% | -75.5% | +91.6% | +16.7% |
| 3M | +3.2% | -79.4% | +82.6% | +3.7% |
| 6M | -11.1% | -91.3% | +80.2% | -10.2% |
| YTD | +5.1% | -90.8% | +95.9% | +4.7% |
| 1Y | +19.4% | -97.7% | +117.1% | +25.8% |
| All | +19.4% | -97.6% | +117.0% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling