+1,112.0%
VST vs TSN
+14.3%
+1,097.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.7% | +11.3% | +10.7% |
| 7D | -9.8% | +4.6% | -14.4% | -10.8% |
| 30D | -25.1% | +15.4% | -40.6% | -27.5% |
| 3M | -11.6% | +2.9% | -14.5% | -12.4% |
| 6M | -20.9% | -10.8% | -10.1% | -19.5% |
| YTD | -22.3% | +4.5% | -26.8% | -23.7% |
| 1Y | -32.0% | +19.5% | -51.5% | -35.3% |
| 3Y | +262.4% | +42.2% | +220.2% | +214.8% |
| 5Y | +563.4% | -14.2% | +577.6% | +564.3% |
| All | +1,112.0% | +14.3% | +1,097.8% | +940.3% |
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