+2,545.5%
VRT vs TSN
+14.0%
+2,531.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.0% | -8.6% | -9.3% |
| 7D | +2.4% | -7.3% | +9.7% | +4.4% |
| 30D | -2.7% | -8.6% | +6.0% | -0.5% |
| 3M | -9.2% | -7.5% | -1.7% | -8.1% |
| 6M | -0.5% | -14.1% | +13.6% | +2.5% |
| YTD | +62.3% | -9.4% | +71.8% | +63.8% |
| 1Y | +109.6% | -4.1% | +113.7% | +106.7% |
| 3Y | +573.1% | +10.3% | +562.7% | +493.2% |
| 5Y | +953.6% | -19.7% | +973.4% | +973.5% |
| All | +2,545.5% | +14.0% | +2,531.5% | +2,065.1% |
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