+789.7%
VFC vs TSN
+890.5%
-100.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.5% |
| 7D | -1.6% | -6.3% | +4.7% | -0.2% |
| 30D | -11.6% | -10.8% | -0.8% | -9.4% |
| 3M | -18.1% | -8.8% | -9.3% | -16.5% |
| 6M | -27.4% | -16.8% | -10.5% | -24.6% |
| YTD | -24.8% | -10.0% | -14.8% | -23.4% |
| 1Y | -8.2% | -5.3% | -3.0% | -7.5% |
| 3Y | -29.1% | +8.5% | -37.6% | -30.8% |
| 5Y | -79.2% | -22.9% | -56.2% | -78.2% |
| 10Y | -68.1% | -12.6% | -55.5% | -68.2% |
| All | +789.7% | +890.5% | -100.7% | +392.0% |
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 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