+11.5%
TSN vs IRM
+101.2%
-89.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.7% |
| 7D | -5.0% | +1.6% | -6.7% | -5.2% |
| 30D | -9.1% | -4.2% | -4.9% | -8.8% |
| 3M | -7.4% | -5.4% | -2.0% | -7.1% |
| 6M | -13.4% | +12.0% | -25.4% | -14.6% |
| YTD | -8.5% | +42.0% | -50.5% | -12.1% |
| 1Y | -3.2% | +29.9% | -33.1% | -6.3% |
| 3Y | +11.5% | +104.4% | -92.9% | -8.7% |
| All | +11.5% | +101.2% | -89.8% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling