+387.0%
VNQ vs TSN
+377.2%
+9.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -0.9% | -7.3% | +6.4% | +1.8% |
| 30D | -2.2% | -8.6% | +6.4% | +0.9% |
| 3M | -1.9% | -7.5% | +5.6% | +0.6% |
| 6M | +3.2% | -14.1% | +17.4% | +8.4% |
| YTD | +9.4% | -9.4% | +18.8% | +12.2% |
| 1Y | +7.5% | -4.1% | +11.6% | +7.5% |
| 3Y | +31.1% | +10.3% | +20.7% | +22.2% |
| 5Y | +6.6% | -19.7% | +26.3% | +10.1% |
| 10Y | +63.9% | -7.0% | +71.0% | +48.7% |
| All | +387.0% | +377.2% | +9.7% | +61.5% |
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 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