+1,274.9%
VFC vs TSN
+1,053.2%
+221.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | +30.7% | +11.8% | +19.0% | +27.5% |
| 3M | +40.6% | +7.1% | +33.5% | +38.4% |
| 6M | +16.5% | -9.2% | +25.6% | +18.7% |
| YTD | +16.2% | +4.8% | +11.4% | +14.4% |
| 1Y | +42.4% | +11.6% | +30.8% | +38.3% |
| 3Y | +48.1% | +41.5% | +6.5% | +36.3% |
| 5Y | -67.8% | -15.5% | -52.3% | -67.0% |
| 10Y | -48.5% | +16.9% | -65.3% | -51.5% |
| All | +1,274.9% | +1,053.2% | +221.7% | +634.6% |
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