+61.8%
VNQ vs TSN
-4.9%
+66.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -1.3% | +3.0% | -4.3% | -2.2% |
| 30D | -2.6% | -4.2% | +1.6% | -1.5% |
| 3M | -2.0% | -3.9% | +1.9% | -1.2% |
| 6M | +4.3% | -9.8% | +14.2% | +6.9% |
| YTD | +9.2% | -7.3% | +16.5% | +10.7% |
| 1Y | +5.6% | -2.2% | +7.8% | +5.0% |
| 3Y | +30.8% | +11.9% | +19.0% | +22.9% |
| 5Y | +8.0% | -16.9% | +24.9% | +10.0% |
| All | +61.8% | -4.9% | +66.7% | +48.5% |
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