+111.1%
VSH vs TSN
+14.5%
+96.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.0% |
| 7D | +14.3% | -1.4% | +15.8% | +14.9% |
| 30D | -7.9% | +8.5% | -16.3% | -10.5% |
| 3M | -19.9% | +5.3% | -25.1% | -21.5% |
| 6M | -30.5% | -10.5% | -20.0% | -29.0% |
| YTD | +85.7% | +3.0% | +82.7% | +79.3% |
| 1Y | +98.9% | +12.1% | +86.8% | +86.0% |
| 3Y | +32.1% | +43.1% | -11.0% | +9.9% |
| 5Y | +39.7% | -15.1% | +54.8% | +40.6% |
| All | +111.1% | +14.5% | +96.7% | +81.3% |
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