-18.7%
TSN vs VYM
+77.5%
-96.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.7% |
| 3M | -3.9% | +3.1% | -7.0% | -6.0% |
| 6M | -9.8% | +9.7% | -19.6% | -15.8% |
| YTD | -7.3% | +14.9% | -22.2% | -16.3% |
| 1Y | -2.2% | +17.6% | -19.8% | -13.2% |
| 3Y | +11.9% | +65.3% | -53.4% | -24.6% |
| All | -18.7% | +77.5% | -96.2% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling