-18.0%
TSN vs VCLT
-16.7%
-1.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.4% | -2.3% | +0.8% | -0.8% |
| 30D | +8.5% | +0.8% | +7.7% | +8.3% |
| 3M | +5.3% | -2.7% | +8.0% | +6.1% |
| 6M | -10.5% | -4.3% | -6.2% | -9.4% |
| YTD | +3.0% | -4.3% | +7.3% | +4.2% |
| 1Y | +12.1% | -4.4% | +16.5% | +13.5% |
| 3Y | +43.1% | +13.8% | +29.3% | +37.4% |
| All | -18.0% | -16.7% | -1.3% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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