+87.1%
VTRS vs TSN
+13.0%
+74.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -2.2% | +3.0% | -5.2% | -3.2% |
| 30D | +3.3% | -4.2% | +7.5% | +4.7% |
| 3M | +2.0% | -3.9% | +5.9% | +3.1% |
| 6M | +19.9% | -9.8% | +29.8% | +23.2% |
| YTD | +35.7% | -7.3% | +43.0% | +37.4% |
| 1Y | +68.1% | -2.2% | +70.3% | +66.2% |
| 3Y | +87.1% | +11.9% | +75.2% | +62.2% |
| All | +87.1% | +13.0% | +74.1% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling