+18.4%
TSN vs IRE
-97.5%
+115.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.1% | -12.8% | -0.7% |
| 7D | -0.3% | -15.1% | +14.9% | -0.2% |
| 30D | +11.8% | -71.4% | +83.1% | +12.0% |
| 3M | +7.1% | -81.2% | +88.2% | +7.5% |
| 6M | -9.2% | -93.7% | +84.6% | -8.1% |
| YTD | +4.8% | -92.2% | +97.0% | +4.8% |
| 1Y | +11.6% | -97.3% | +108.9% | +11.6% |
| All | +18.4% | -97.5% | +115.8% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling