+42.2%
TSN vs VLTO
+69.5%
-27.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +4.6% | +5.4% | -0.8% | +3.7% |
| 30D | +15.4% | +22.3% | -6.9% | +11.5% |
| 3M | +2.9% | +19.6% | -16.7% | -0.3% |
| 6M | -10.8% | +35.2% | -45.9% | -15.3% |
| YTD | +4.5% | +17.9% | -13.4% | +1.2% |
| 1Y | +19.5% | +19.5% | 0.0% | +15.4% |
| 3Y | +42.2% | +73.9% | -31.7% | +47.6% |
| All | +42.2% | +69.5% | -27.3% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling