+1,855.0%
VRT vs TSN
+32.8%
+1,822.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.3% |
| 7D | -17.7% | +5.8% | -23.5% | -19.1% |
| 30D | -20.0% | +12.8% | -32.8% | -22.8% |
| 3M | -28.1% | +6.5% | -34.5% | -29.7% |
| 6M | -42.8% | -10.3% | -32.6% | -41.6% |
| YTD | +20.0% | +5.5% | +14.4% | +15.7% |
| 1Y | +3.5% | +15.8% | -12.3% | -3.3% |
| 3Y | +366.1% | +42.5% | +323.6% | +274.7% |
| 5Y | +632.2% | -14.3% | +646.5% | +644.9% |
| All | +1,855.0% | +32.8% | +1,822.1% | +1,429.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling