+897.3%
VST vs TSN
+5.8%
+891.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.1% | -6.3% | -6.2% |
| 7D | -19.9% | +6.9% | -26.8% | -21.1% |
| 30D | -29.7% | +15.7% | -45.3% | -31.9% |
| 3M | -19.6% | +4.3% | -23.8% | -20.5% |
| 6M | -29.4% | -10.6% | -18.8% | -28.1% |
| YTD | -29.7% | +5.2% | -34.9% | -31.0% |
| 1Y | -40.0% | +18.7% | -58.7% | -42.8% |
| 3Y | +231.0% | +41.8% | +189.2% | +188.9% |
| 5Y | +500.1% | -13.6% | +513.6% | +500.1% |
| 10Y | +1,004.2% | +16.2% | +988.0% | +850.0% |
| All | +897.3% | +5.8% | +891.6% | +758.4% |
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