+348.0%
VT vs TSN
+476.5%
-128.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -4.2% | +6.9% | -11.0% | -6.0% |
| 30D | -5.8% | +15.7% | -21.5% | -9.8% |
| 3M | -5.2% | +4.3% | -9.5% | -6.7% |
| 6M | +0.1% | -10.6% | +10.7% | +2.7% |
| YTD | +8.2% | +5.2% | +3.0% | +5.4% |
| 1Y | +10.1% | +18.7% | -8.6% | +3.2% |
| 3Y | +69.7% | +41.8% | +27.9% | +48.1% |
| 5Y | +53.4% | -13.6% | +67.0% | +53.4% |
| 10Y | +219.2% | +16.2% | +203.0% | +173.5% |
| All | +348.0% | +476.5% | -128.5% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling