+53.4%
VT vs TSN
-13.5%
+66.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -4.2% | +6.9% | -11.0% | -5.2% |
| 30D | -5.8% | +15.7% | -21.5% | -8.0% |
| 3M | -5.2% | +4.3% | -9.5% | -6.0% |
| 6M | +0.1% | -10.6% | +10.7% | +2.0% |
| YTD | +8.2% | +5.2% | +3.0% | +6.5% |
| 1Y | +10.1% | +18.7% | -8.6% | +5.7% |
| 3Y | +69.7% | +41.8% | +27.9% | +53.3% |
| 5Y | +53.4% | -13.6% | +67.0% | +59.7% |
| All | +53.4% | -13.5% | +66.9% | +59.7% |
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