-2.0%
TSN vs IRM
+20.9%
-22.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.4% |
| 7D | +1.4% | -1.8% | +3.2% | +1.4% |
| 30D | -6.2% | -7.8% | +1.6% | -5.9% |
| 3M | -5.7% | -7.9% | +2.2% | -5.4% |
| 6M | -11.4% | +6.3% | -17.7% | -11.7% |
| YTD | -8.2% | +38.2% | -46.3% | -9.6% |
| 1Y | -2.0% | +19.8% | -21.8% | -2.9% |
| All | -2.0% | +20.9% | -22.9% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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