-49.4%
VG vs TSN
+14.5%
-63.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.8% |
| 7D | -7.7% | +5.8% | -13.5% | -7.1% |
| 30D | -8.8% | +12.8% | -21.7% | -7.7% |
| 3M | -15.6% | +6.5% | -22.1% | -15.2% |
| 6M | +5.2% | -10.3% | +15.5% | +5.6% |
| YTD | +76.9% | +5.5% | +71.4% | +77.5% |
| 1Y | +42.5% | +15.8% | +26.7% | +42.8% |
| All | -49.4% | +14.5% | -63.9% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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