+366.1%
VRT vs TSN
+43.3%
+322.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -2.8% |
| 7D | -17.7% | +5.8% | -23.5% | -15.3% |
| 30D | -20.0% | +12.8% | -32.8% | -15.5% |
| 3M | -28.1% | +6.5% | -34.5% | -25.6% |
| 6M | -42.8% | -10.3% | -32.6% | -43.5% |
| YTD | +20.0% | +5.5% | +14.4% | +25.9% |
| 1Y | +3.5% | +15.8% | -12.3% | +12.7% |
| 3Y | +366.1% | +42.5% | +323.6% | +413.4% |
| All | +366.1% | +43.3% | +322.8% | +413.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling