-39.3%
VG vs TSN
-2.3%
-37.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.5% |
| 7D | +1.7% | -6.3% | +8.0% | +1.1% |
| 30D | +16.0% | -10.8% | +26.8% | +14.8% |
| 3M | +9.7% | -8.8% | +18.5% | +8.8% |
| 6M | +29.6% | -16.8% | +46.4% | +28.6% |
| YTD | +112.0% | -10.0% | +122.0% | +109.7% |
| 1Y | +12.8% | -5.3% | +18.1% | +12.5% |
| All | -39.3% | -2.3% | -37.0% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling