+397.5%
TSN vs VT
+374.2%
+23.3%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -6.3% | +0.4% | -6.8% | -6.7% |
| 30D | -10.8% | +1.0% | -11.8% | -11.5% |
| 3M | -8.8% | +2.4% | -11.1% | -10.8% |
| 6M | -16.8% | +12.0% | -28.8% | -24.1% |
| YTD | -10.0% | +15.3% | -25.3% | -19.7% |
| 1Y | -5.3% | +22.6% | -27.8% | -19.3% |
| 3Y | +8.5% | +74.7% | -66.1% | -30.3% |
| 5Y | -22.9% | +66.1% | -89.1% | -49.3% |
| 10Y | -12.6% | +225.0% | -237.6% | -66.7% |
| All | +397.5% | +374.2% | +23.3% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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