-7.7%
TSN vs VIG
+247.5%
-255.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | +1.4% | -2.2% | +3.6% | +2.9% |
| 30D | -6.2% | -3.2% | -2.9% | -4.1% |
| 3M | -5.7% | +3.0% | -8.7% | -7.7% |
| 6M | -11.4% | +8.1% | -19.5% | -16.3% |
| YTD | -8.2% | +9.1% | -17.2% | -13.9% |
| 1Y | -2.0% | +12.6% | -14.6% | -10.2% |
| 3Y | +11.9% | +55.4% | -43.5% | -19.3% |
| 5Y | -17.8% | +62.8% | -80.5% | -43.1% |
| All | -7.7% | +247.5% | -255.3% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling