+36.0%
TSN vs VLTO
+55.4%
-19.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -1.4% | +0.8% | -2.2% | -1.5% |
| 30D | +10.2% | +18.7% | -8.5% | +7.0% |
| 3M | +7.2% | +21.7% | -14.5% | +3.6% |
| 6M | -10.6% | +35.8% | -46.4% | -15.1% |
| YTD | +3.7% | +18.3% | -14.5% | +0.5% |
| 1Y | +13.5% | +20.9% | -7.4% | +9.4% |
| 3Y | +40.1% | +68.8% | -28.8% | +34.7% |
| All | +36.0% | +55.4% | -19.3% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling