+219.8%
VT vs TSN
+13.2%
+206.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +0.4% | +4.9% | -4.5% | -0.7% |
| 30D | -2.6% | +12.1% | -14.6% | -5.0% |
| 3M | -3.2% | +4.1% | -7.4% | -4.3% |
| 6M | +0.9% | -10.9% | +11.8% | +3.1% |
| YTD | +11.3% | +4.8% | +6.5% | +9.2% |
| 1Y | +14.0% | +17.6% | -3.6% | +8.6% |
| 3Y | +75.8% | +43.2% | +32.6% | +57.1% |
| 5Y | +57.8% | -13.9% | +71.7% | +59.0% |
| 10Y | +219.8% | +11.8% | +208.0% | +188.5% |
| All | +219.8% | +13.2% | +206.6% | +188.5% |
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 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