+1,281.6%
VFC vs TSN
+1,061.3%
+220.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +3.5% | +5.8% | -2.4% | +2.2% |
| 30D | +38.3% | +12.8% | +25.4% | +34.6% |
| 3M | +40.2% | +6.5% | +33.7% | +38.1% |
| 6M | +10.6% | -10.3% | +20.9% | +13.1% |
| YTD | +16.7% | +5.5% | +11.2% | +14.7% |
| 1Y | +45.0% | +15.8% | +29.2% | +39.6% |
| 3Y | +48.8% | +42.5% | +6.3% | +36.7% |
| 5Y | -67.6% | -14.3% | -53.2% | -66.9% |
| 10Y | -47.5% | +18.2% | -65.7% | -50.8% |
| All | +1,281.6% | +1,061.3% | +220.3% | +637.0% |
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