-19.7%
TSN vs VIG
+62.2%
-82.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -7.3% | -1.2% | -6.1% | -6.7% |
| 30D | -8.6% | -2.8% | -5.8% | -7.1% |
| 3M | -7.5% | +2.5% | -10.0% | -8.9% |
| 6M | -14.1% | +8.1% | -22.2% | -18.3% |
| YTD | -9.4% | +9.6% | -19.0% | -14.6% |
| 1Y | -4.1% | +14.2% | -18.2% | -11.8% |
| 3Y | +10.3% | +56.1% | -45.8% | -18.1% |
| 5Y | -19.7% | +62.8% | -82.6% | -42.4% |
| All | -19.7% | +62.2% | -82.0% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling