+1,202.4%
VUG vs TSN
+487.7%
+714.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | -7.0% | +11.8% | -18.8% | -9.6% |
| 3M | -3.7% | +7.1% | -10.8% | -5.6% |
| 6M | -1.6% | -9.2% | +7.5% | +0.1% |
| YTD | +5.1% | +4.8% | +0.4% | +2.8% |
| 1Y | +3.8% | +11.6% | -7.9% | -0.3% |
| 3Y | +79.9% | +41.5% | +38.3% | +59.7% |
| 5Y | +66.4% | -15.5% | +81.9% | +67.3% |
| 10Y | +405.3% | +16.9% | +388.4% | +343.6% |
| All | +1,202.4% | +487.7% | +714.7% | +536.1% |
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