+57.5%
VT vs TSN
-14.8%
+72.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.2% |
| 7D | +2.4% | -1.4% | +3.8% | +2.6% |
| 30D | -1.5% | +8.5% | -10.0% | -2.8% |
| 3M | -4.1% | +5.3% | -9.4% | -5.0% |
| 6M | +0.6% | -10.5% | +11.0% | +2.3% |
| YTD | +11.0% | +3.0% | +8.1% | +9.7% |
| 1Y | +13.3% | +12.1% | +1.2% | +9.9% |
| 3Y | +73.4% | +43.1% | +30.3% | +55.7% |
| All | +57.5% | -14.8% | +72.4% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling