-19.5%
TSN vs VO
+43.2%
-62.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.9% |
| 7D | -5.0% | +0.6% | -5.7% | -5.3% |
| 30D | -9.1% | -1.1% | -8.0% | -8.7% |
| 3M | -7.4% | +4.5% | -12.0% | -9.3% |
| 6M | -13.4% | +11.1% | -24.4% | -17.5% |
| YTD | -8.5% | +13.5% | -22.0% | -13.8% |
| 1Y | -3.2% | +14.5% | -17.7% | -9.2% |
| 3Y | +11.5% | +58.1% | -46.6% | -11.2% |
| 5Y | -19.5% | +43.3% | -62.8% | -34.4% |
| All | -19.5% | +43.2% | -62.7% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling