+3.4%
TSN vs IRE
-82.8%
+86.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.2% | -8.6% | +1.6% |
| 7D | -5.0% | +58.9% | -64.0% | -5.3% |
| 30D | -9.1% | +17.2% | -26.3% | -9.2% |
| 3M | -7.4% | -58.6% | +51.2% | -6.8% |
| 6M | -13.4% | -23.5% | +10.1% | -13.7% |
| YTD | -8.5% | -47.4% | +38.9% | -9.0% |
| All | +3.4% | -82.8% | +86.2% | +2.9% |
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