+7.2%
VNQ vs TSN
-17.2%
+24.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -1.3% | +3.0% | -4.3% | -2.1% |
| 30D | -2.6% | -4.2% | +1.6% | -1.6% |
| 3M | -2.0% | -3.9% | +1.9% | -1.2% |
| 6M | +4.3% | -9.8% | +14.2% | +6.6% |
| YTD | +9.2% | -7.3% | +16.5% | +10.4% |
| 1Y | +5.6% | -2.2% | +7.8% | +4.7% |
| 3Y | +30.8% | +11.9% | +19.0% | +22.1% |
| All | +7.2% | -17.2% | +24.4% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling