+908.7%
VZ vs TSN
+1,049.6%
-140.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +2.1% | +4.6% | -2.5% | +1.4% |
| 30D | +1.4% | +15.4% | -14.1% | -0.8% |
| 3M | -1.3% | +2.9% | -4.2% | -1.8% |
| 6M | -0.5% | -10.8% | +10.3% | +1.0% |
| YTD | +19.6% | +4.5% | +15.2% | +18.4% |
| 1Y | +22.4% | +19.5% | +2.9% | +18.5% |
| 3Y | +55.9% | +42.2% | +13.7% | +46.5% |
| 5Y | +20.4% | -14.2% | +34.6% | +21.1% |
| 10Y | +66.9% | +15.4% | +51.5% | +56.6% |
| All | +908.7% | +1,049.6% | -140.8% | +424.5% |
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