+1,162.4%
VST vs TSN
+12.5%
+1,149.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | -6.0% | +5.8% | -11.9% | -7.3% |
| 30D | -18.8% | +12.8% | -31.6% | -21.0% |
| 3M | -8.0% | +6.5% | -14.5% | -9.5% |
| 6M | -10.9% | -10.3% | -0.7% | -9.4% |
| YTD | -18.3% | +5.5% | -23.9% | -20.0% |
| 1Y | -29.9% | +15.8% | -45.7% | -32.8% |
| 3Y | +290.3% | +42.5% | +247.8% | +238.9% |
| 5Y | +635.3% | -14.3% | +649.6% | +638.0% |
| 10Y | +1,162.4% | +18.2% | +1,144.2% | +980.7% |
| All | +1,162.4% | +12.5% | +1,149.9% | +980.7% |
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