+409.6%
VUG vs TSN
-5.9%
+415.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -1.9% | +1.4% | -3.2% | -2.1% |
| 30D | -1.6% | -6.2% | +4.6% | -0.5% |
| 3M | +4.4% | -5.7% | +10.0% | +5.2% |
| 6M | +13.2% | -11.4% | +24.6% | +15.1% |
| YTD | +7.5% | -8.2% | +15.7% | +8.4% |
| 1Y | +12.5% | -2.0% | +14.5% | +11.6% |
| 3Y | +86.0% | +11.9% | +74.1% | +76.0% |
| 5Y | +76.5% | -17.8% | +94.2% | +79.0% |
| All | +409.6% | -5.9% | +415.5% | +376.9% |
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