+71.1%
TSN vs VTEB
+26.0%
+45.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -7.3% | -0.7% | -6.6% | -6.9% |
| 30D | -8.6% | -2.1% | -6.6% | -7.6% |
| 3M | -7.5% | -2.7% | -4.9% | -6.2% |
| 6M | -14.1% | -2.1% | -12.0% | -13.2% |
| YTD | -9.4% | -1.1% | -8.3% | -8.9% |
| 1Y | -4.1% | +1.3% | -5.4% | -4.7% |
| 3Y | +10.3% | +9.0% | +1.3% | +5.6% |
| 5Y | -19.7% | +1.5% | -21.2% | -20.8% |
| 10Y | -7.0% | +18.5% | -25.5% | -1.8% |
| All | +71.1% | +26.0% | +45.1% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling