+395.6%
TSN vs VO
+827.2%
-431.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | -6.3% | -0.3% | -6.1% | -6.2% |
| 30D | -10.8% | -0.3% | -10.5% | -10.7% |
| 3M | -8.8% | +2.9% | -11.7% | -10.9% |
| 6M | -16.8% | +9.3% | -26.2% | -22.5% |
| YTD | -10.0% | +14.2% | -24.2% | -18.9% |
| 1Y | -5.3% | +15.3% | -20.5% | -15.3% |
| 3Y | +8.5% | +56.2% | -47.7% | -24.0% |
| 5Y | -22.9% | +42.4% | -65.4% | -43.5% |
| 10Y | -12.6% | +194.7% | -207.4% | -65.0% |
| All | +395.6% | +827.2% | -431.7% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling