+1,216.9%
VST vs TSN
-9.5%
+1,226.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | +8.9% | -6.3% | +15.2% | +10.3% |
| 30D | +6.2% | -10.8% | +17.0% | +8.6% |
| 3M | -2.7% | -8.8% | +6.0% | -1.2% |
| 6M | -8.4% | -16.8% | +8.5% | -5.3% |
| YTD | -7.2% | -10.0% | +2.8% | -5.8% |
| 1Y | -20.9% | -5.3% | -15.6% | -20.8% |
| 3Y | +384.0% | +8.5% | +375.5% | +351.9% |
| 5Y | +757.1% | -22.9% | +780.0% | +774.1% |
| All | +1,216.9% | -9.5% | +1,226.4% | +1,072.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling