+68.5%
VG vs TSN
+12.4%
+56.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -1.1% |
| 7D | +14.0% | -1.4% | +15.4% | +13.6% |
| 30D | -1.0% | +8.5% | -9.5% | +0.6% |
| 3M | -2.7% | +5.3% | -8.0% | -1.9% |
| 6M | +1.5% | -10.5% | +12.0% | +0.7% |
| YTD | +93.7% | +3.0% | +90.8% | +97.0% |
| 1Y | +68.5% | +12.1% | +56.4% | +76.8% |
| All | +68.5% | +12.4% | +56.1% | +76.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling