+96.3%
VTR vs TSN
-4.9%
+101.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | -0.3% | +3.0% | -3.3% | -1.7% |
| 30D | +1.1% | -4.2% | +5.3% | +2.9% |
| 3M | +7.9% | -3.9% | +11.8% | +9.3% |
| 6M | +6.2% | -9.8% | +16.0% | +10.2% |
| YTD | +17.7% | -7.3% | +25.0% | +20.1% |
| 1Y | +32.9% | -2.2% | +35.1% | +31.2% |
| 3Y | +129.7% | +11.9% | +117.8% | +105.4% |
| 5Y | +89.3% | -16.9% | +106.3% | +91.4% |
| All | +96.3% | -4.9% | +101.3% | +65.1% |
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