+76.3%
VUG vs TSN
-20.8%
+97.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.6% |
| 7D | +0.9% | -5.0% | +5.9% | +1.4% |
| 30D | -1.4% | -9.1% | +7.7% | -0.3% |
| 3M | +2.3% | -7.4% | +9.7% | +3.1% |
| 6M | +15.7% | -13.4% | +29.1% | +17.3% |
| YTD | +8.6% | -8.5% | +17.1% | +9.1% |
| 1Y | +14.1% | -3.2% | +17.2% | +13.3% |
| 3Y | +87.9% | +11.5% | +76.4% | +77.5% |
| 5Y | +76.3% | -19.5% | +95.8% | +93.9% |
| All | +76.3% | -20.8% | +97.1% | +93.9% |
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 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