-6.8%
TSN vs VYM
+209.2%
-216.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.5% |
| 7D | +3.0% | -0.8% | +3.8% | +3.6% |
| 30D | -4.2% | -2.2% | -1.9% | -2.6% |
| 3M | -3.9% | +3.1% | -7.0% | -6.1% |
| 6M | -9.8% | +9.7% | -19.6% | -16.0% |
| YTD | -7.3% | +14.9% | -22.2% | -16.6% |
| 1Y | -2.2% | +17.6% | -19.8% | -13.6% |
| 3Y | +11.9% | +65.3% | -53.4% | -24.1% |
| 5Y | -16.9% | +78.7% | -95.7% | -47.0% |
| All | -6.8% | +209.2% | -216.0% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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