-50.2%
VG vs TSN
+13.7%
-63.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.4% |
| 7D | -8.3% | +4.9% | -13.2% | -7.8% |
| 30D | -10.3% | +12.1% | -22.4% | -9.4% |
| 3M | -10.8% | +4.1% | -14.9% | -10.5% |
| 6M | +3.5% | -10.9% | +14.4% | +3.7% |
| YTD | +74.0% | +4.8% | +69.2% | +74.4% |
| 1Y | +48.9% | +17.6% | +31.2% | +48.5% |
| All | -50.2% | +13.7% | -63.9% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling