-25.5%
VFC vs TSN
+13.0%
-38.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.5% | -2.7% |
| 7D | +0.8% | -5.0% | +5.9% | +3.2% |
| 30D | -11.9% | -9.1% | -2.9% | -7.9% |
| 3M | -20.2% | -7.4% | -12.7% | -17.3% |
| 6M | -23.0% | -13.4% | -9.6% | -18.7% |
| YTD | -26.2% | -8.5% | -17.7% | -24.7% |
| 1Y | -13.3% | -3.2% | -10.1% | -14.7% |
| 3Y | -25.5% | +11.5% | -37.0% | -45.4% |
| All | -25.5% | +13.0% | -38.4% | -45.4% |
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