-70.1%
VFC vs TSN
-5.9%
-64.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.8% |
| 7D | -4.0% | +1.4% | -5.3% | -4.5% |
| 30D | -14.6% | -6.2% | -8.4% | -12.5% |
| 3M | -23.1% | -5.7% | -17.4% | -21.5% |
| 6M | -25.2% | -11.4% | -13.9% | -22.3% |
| YTD | -29.5% | -8.2% | -21.3% | -27.8% |
| 1Y | -14.4% | -2.0% | -12.4% | -14.8% |
| 3Y | -28.7% | +11.9% | -40.6% | -33.6% |
| 5Y | -79.1% | -17.8% | -61.4% | -78.3% |
| All | -70.1% | -5.9% | -64.2% | -72.0% |
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 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