+66.6%
VT vs TSN
-22.4%
+89.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | +0.4% | -6.3% | +6.8% | +1.4% |
| 30D | +1.0% | -10.8% | +11.8% | +2.8% |
| 3M | +2.4% | -8.8% | +11.1% | +3.6% |
| 6M | +12.0% | -16.8% | +28.8% | +15.0% |
| YTD | +15.3% | -10.0% | +25.3% | +16.5% |
| 1Y | +22.6% | -5.3% | +27.8% | +22.3% |
| 3Y | +74.7% | +8.5% | +66.1% | +66.6% |
| All | +66.6% | -22.4% | +89.0% | +76.7% |
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 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