+608.4%
VST vs TSN
-14.8%
+623.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.2% |
| 7D | +6.6% | -1.4% | +8.0% | +6.5% |
| 30D | -12.4% | +8.5% | -20.9% | -12.1% |
| 3M | -9.0% | +5.3% | -14.3% | -8.7% |
| 6M | -6.4% | -10.5% | +4.0% | -6.3% |
| YTD | -17.2% | +3.0% | -20.1% | -16.8% |
| 1Y | -22.0% | +12.1% | -34.2% | -21.5% |
| 3Y | +296.7% | +43.1% | +253.6% | +273.7% |
| All | +608.4% | -14.8% | +623.2% | +642.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling