-48.6%
VFC vs TSN
+14.5%
-63.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +4.0% | +3.6% |
| 7D | +1.6% | -1.4% | +3.1% | +2.3% |
| 30D | +25.5% | +8.5% | +17.0% | +21.2% |
| 3M | +41.3% | +5.3% | +36.0% | +37.9% |
| 6M | +22.2% | -10.5% | +32.7% | +27.4% |
| YTD | +16.4% | +3.0% | +13.4% | +13.4% |
| 1Y | +38.4% | +12.1% | +26.3% | +30.0% |
| 3Y | +56.2% | +43.1% | +13.1% | +30.8% |
| 5Y | -68.2% | -15.1% | -53.1% | -67.4% |
| All | -48.6% | +14.5% | -63.1% | -54.1% |
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