+465.0%
TSN vs VCLT
+103.3%
+361.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.0% | +0.3% | -5.4% | -5.1% |
| 30D | -9.1% | -0.6% | -8.5% | -9.0% |
| 3M | -7.4% | -2.2% | -5.2% | -7.2% |
| 6M | -13.4% | -2.9% | -10.5% | -13.1% |
| YTD | -8.5% | -2.1% | -6.4% | -8.3% |
| 1Y | -3.2% | -2.6% | -0.6% | -2.9% |
| 3Y | +11.5% | +12.5% | -1.0% | +10.0% |
| 5Y | -19.5% | -15.3% | -4.2% | -20.0% |
| 10Y | -9.1% | +16.6% | -25.7% | -5.9% |
| All | +465.0% | +103.3% | +361.7% | +710.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling