-69.9%
VFC vs TSN
-5.9%
-64.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.1% |
| 7D | -3.3% | +1.4% | -4.6% | -3.9% |
| 30D | -14.0% | -6.2% | -7.8% | -11.9% |
| 3M | -22.6% | -5.7% | -16.9% | -20.9% |
| 6M | -24.7% | -11.4% | -13.4% | -21.8% |
| YTD | -29.0% | -8.2% | -20.8% | -27.3% |
| 1Y | -13.8% | -2.0% | -11.8% | -14.2% |
| 3Y | -28.2% | +11.9% | -40.1% | -33.1% |
| 5Y | -79.0% | -17.8% | -61.2% | -78.1% |
| All | -69.9% | -5.9% | -64.0% | -71.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling