-18.7%
TSN vs VTEB
+1.2%
-19.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +3.0% | -0.9% | +4.0% | +3.7% |
| 30D | -4.2% | -2.5% | -1.7% | -2.5% |
| 3M | -3.9% | -3.0% | -0.9% | -1.9% |
| 6M | -9.8% | -2.1% | -7.7% | -8.5% |
| YTD | -7.3% | -1.5% | -5.8% | -6.3% |
| 1Y | -2.2% | +0.2% | -2.4% | -2.3% |
| 3Y | +11.9% | +8.6% | +3.3% | +5.9% |
| All | -18.7% | +1.2% | -19.9% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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