+483.0%
TSN vs VIG
+655.8%
-172.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -1.4% | +3.5% | -4.9% | -4.5% |
| 30D | +8.5% | +4.9% | +3.6% | +3.8% |
| 3M | +5.3% | +2.5% | +2.8% | +2.8% |
| 6M | -10.5% | +11.0% | -21.5% | -18.8% |
| YTD | +3.0% | +16.0% | -13.0% | -10.5% |
| 1Y | +12.1% | +17.5% | -5.4% | -3.7% |
| 3Y | +43.1% | +67.0% | -23.9% | -12.3% |
| 5Y | -15.1% | +64.8% | -79.9% | -48.0% |
| 10Y | +14.8% | +263.6% | -248.8% | -69.2% |
| All | +483.0% | +655.8% | -172.8% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling