+386.6%
TSN vs VYM
+487.3%
-100.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -7.3% | -1.0% | -6.3% | -6.5% |
| 30D | -8.6% | -2.0% | -6.6% | -7.0% |
| 3M | -7.5% | +3.1% | -10.6% | -10.0% |
| 6M | -14.1% | +8.9% | -23.0% | -20.6% |
| YTD | -9.4% | +14.7% | -24.2% | -20.1% |
| 1Y | -4.1% | +19.4% | -23.5% | -18.4% |
| 3Y | +10.3% | +65.4% | -55.1% | -30.5% |
| 5Y | -19.7% | +77.6% | -97.3% | -52.8% |
| 10Y | -7.0% | +207.8% | -214.8% | -68.0% |
| All | +386.6% | +487.3% | -100.6% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling