+535.7%
TSN vs VCLT
+98.6%
+437.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.4% | -2.3% | +0.8% | -1.2% |
| 30D | +8.5% | +0.8% | +7.7% | +8.4% |
| 3M | +5.3% | -2.7% | +8.0% | +5.6% |
| 6M | -10.5% | -4.3% | -6.2% | -10.0% |
| YTD | +3.0% | -4.3% | +7.3% | +3.5% |
| 1Y | +12.1% | -4.4% | +16.5% | +12.7% |
| 3Y | +43.1% | +13.8% | +29.3% | +41.2% |
| 5Y | -15.1% | -17.0% | +1.9% | -15.4% |
| 10Y | +14.8% | +20.9% | -6.1% | +22.0% |
| All | +535.7% | +98.6% | +437.1% | +814.7% |
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