+179.5%
VSH vs TSN
-9.4%
+188.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | +3.5% | -7.3% | +10.8% | +5.9% |
| 30D | -4.4% | -8.6% | +4.3% | -1.8% |
| 3M | -45.8% | -7.5% | -38.3% | -44.9% |
| 6M | +90.1% | -14.1% | +104.3% | +96.3% |
| YTD | +120.3% | -9.4% | +129.8% | +122.4% |
| 1Y | +112.2% | -4.1% | +116.3% | +109.1% |
| 3Y | +36.6% | +10.3% | +26.3% | +25.0% |
| 5Y | +67.0% | -19.7% | +86.7% | +70.2% |
| 10Y | +179.5% | -7.0% | +186.5% | +153.2% |
| All | +179.5% | -9.4% | +188.9% | +153.2% |
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