+1,205.2%
VST vs TSN
+13.2%
+1,192.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.2% |
| 7D | -0.5% | +4.9% | -5.4% | -1.6% |
| 30D | -17.1% | +12.1% | -29.1% | -19.2% |
| 3M | -4.6% | +4.1% | -8.7% | -5.7% |
| 6M | -9.1% | -10.9% | +1.8% | -7.4% |
| YTD | -16.6% | +4.8% | -21.4% | -18.2% |
| 1Y | -29.5% | +17.6% | -47.1% | -32.6% |
| 3Y | +297.5% | +43.2% | +254.3% | +244.7% |
| 5Y | +654.5% | -13.9% | +668.4% | +655.1% |
| 10Y | +1,205.2% | +11.8% | +1,193.4% | +1,023.2% |
| All | +1,205.2% | +13.2% | +1,192.1% | +1,023.2% |
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