+800.0%
VGT vs TSN
-4.9%
+804.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -0.2% | +3.0% | -3.2% | -0.7% |
| 30D | -0.4% | -4.2% | +3.7% | +0.2% |
| 3M | +4.4% | -3.9% | +8.3% | +4.8% |
| 6M | +32.1% | -9.8% | +41.9% | +33.7% |
| YTD | +28.8% | -7.3% | +36.0% | +29.4% |
| 1Y | +35.3% | -2.2% | +37.6% | +34.1% |
| 3Y | +124.8% | +11.9% | +112.9% | +111.9% |
| 5Y | +137.9% | -16.9% | +154.9% | +140.7% |
| All | +800.0% | -4.9% | +804.9% | +740.8% |
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 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