+1.7%
TSN vs IRE
-84.4%
+86.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.6% | -0.7% |
| 7D | -6.3% | +54.8% | -61.1% | -6.6% |
| 30D | -10.8% | +18.4% | -29.2% | -11.0% |
| 3M | -8.8% | -66.7% | +58.0% | -8.0% |
| 6M | -16.8% | -52.3% | +35.5% | -16.7% |
| YTD | -10.0% | -52.3% | +42.3% | -10.5% |
| All | +1.7% | -84.4% | +86.1% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling