-28.5%
VST vs TSN
+11.8%
-40.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.3% |
| 7D | -0.5% | +4.9% | -5.4% | 0.0% |
| 30D | -17.1% | +12.1% | -29.1% | -16.8% |
| 3M | -4.6% | +4.1% | -8.7% | -3.9% |
| 6M | -9.1% | -10.9% | +1.8% | -5.9% |
| YTD | -16.6% | +4.8% | -21.4% | -16.3% |
| All | -28.5% | +11.8% | -40.3% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling