+1,978.7%
VRT vs TSN
+31.9%
+1,946.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.5% |
| 7D | +0.5% | -0.3% | +0.7% | +0.5% |
| 30D | -13.7% | +11.8% | -25.5% | -16.6% |
| 3M | -26.7% | +7.1% | -33.8% | -28.5% |
| 6M | -43.8% | -9.2% | -34.7% | -42.9% |
| YTD | +27.6% | +4.8% | +22.8% | +23.3% |
| 1Y | +15.5% | +11.6% | +3.8% | +9.2% |
| 3Y | +395.6% | +41.5% | +354.1% | +299.1% |
| 5Y | +677.3% | -15.5% | +692.9% | +694.8% |
| All | +1,978.7% | +31.9% | +1,946.8% | +1,529.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling