+213.7%
VT vs TSN
+14.3%
+199.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -2.3% | +4.6% | -6.9% | -3.3% |
| 30D | -5.0% | +15.4% | -20.4% | -7.9% |
| 3M | -4.9% | +2.9% | -7.8% | -5.7% |
| 6M | -1.5% | -10.8% | +9.2% | +0.6% |
| YTD | +8.5% | +4.5% | +4.0% | +6.5% |
| 1Y | +11.4% | +19.5% | -8.1% | +5.7% |
| 3Y | +70.1% | +42.2% | +27.9% | +52.2% |
| 5Y | +53.7% | -14.2% | +67.9% | +55.0% |
| All | +213.7% | +14.3% | +199.4% | +182.4% |
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 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