-7.0%
TSN vs VO
+193.0%
-200.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | -7.3% | -0.6% | -6.7% | -7.0% |
| 30D | -8.6% | -1.9% | -6.7% | -7.6% |
| 3M | -7.5% | +3.3% | -10.8% | -9.4% |
| 6M | -14.1% | +9.7% | -23.8% | -19.1% |
| YTD | -9.4% | +12.6% | -22.0% | -16.1% |
| 1Y | -4.1% | +13.6% | -17.7% | -11.8% |
| 3Y | +10.3% | +56.8% | -46.5% | -18.3% |
| 5Y | -19.7% | +42.3% | -62.0% | -37.6% |
| 10Y | -7.0% | +199.2% | -206.2% | -59.1% |
| All | -7.0% | +193.0% | -200.0% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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