+1,024.4%
VRT vs TSN
-20.8%
+1,045.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.6% |
| 7D | +13.6% | -5.0% | +18.7% | +13.8% |
| 30D | +6.8% | -9.1% | +15.8% | +7.1% |
| 3M | -3.2% | -7.4% | +4.2% | -3.2% |
| 6M | +20.3% | -13.4% | +33.7% | +21.0% |
| YTD | +79.6% | -8.5% | +88.1% | +79.2% |
| 1Y | +139.0% | -3.2% | +142.2% | +136.7% |
| 3Y | +644.6% | +11.5% | +633.1% | +570.3% |
| 5Y | +1,024.4% | -19.5% | +1,043.9% | +1,161.8% |
| All | +1,024.4% | -20.8% | +1,045.2% | +1,161.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling