+382.3%
TSN vs IRM
+9,964.6%
-9,582.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.0% |
| 7D | -6.3% | -0.5% | -5.9% | -6.3% |
| 30D | -10.8% | -8.1% | -2.7% | -9.2% |
| 3M | -8.8% | -9.7% | +0.9% | -6.9% |
| 6M | -16.8% | +10.0% | -26.8% | -19.4% |
| YTD | -10.0% | +43.0% | -53.0% | -18.5% |
| 1Y | -5.3% | +32.7% | -37.9% | -13.0% |
| 3Y | +8.5% | +102.7% | -94.2% | -12.5% |
| 5Y | -22.9% | +187.6% | -210.5% | -44.0% |
| 10Y | -12.6% | +420.1% | -432.7% | -46.9% |
| All | +382.3% | +9,964.6% | -9,582.3% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling