+222.7%
VT vs TSN
+15.3%
+207.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +2.9% | -1.4% | +4.3% | +3.2% |
| 30D | -2.5% | +10.2% | -12.7% | -4.6% |
| 3M | -3.3% | +7.2% | -10.5% | -5.0% |
| 6M | +1.5% | -10.6% | +12.1% | +3.7% |
| YTD | +11.4% | +3.7% | +7.6% | +9.4% |
| 1Y | +11.9% | +13.5% | -1.6% | +7.5% |
| 3Y | +73.9% | +40.1% | +33.8% | +56.1% |
| 5Y | +57.9% | -14.5% | +72.3% | +59.3% |
| All | +222.7% | +15.3% | +207.4% | +191.7% |
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