-46.6%
VG vs TSN
+13.7%
-60.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.4% |
| 7D | +5.5% | -0.3% | +5.8% | +5.5% |
| 30D | -3.6% | +11.8% | -15.3% | -2.5% |
| 3M | -4.0% | +7.1% | -11.1% | -3.4% |
| 6M | +9.4% | -9.2% | +18.5% | +9.6% |
| YTD | +86.6% | +4.8% | +81.8% | +87.1% |
| 1Y | +69.5% | +11.6% | +57.9% | +70.4% |
| All | -46.6% | +13.7% | -60.3% | -40.1% |
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