+145.7%
VMC vs TSN
-4.9%
+150.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | -3.8% | +3.0% | -6.8% | -4.7% |
| 30D | -9.7% | -4.2% | -5.5% | -8.5% |
| 3M | -9.6% | -3.9% | -5.7% | -8.6% |
| 6M | -4.8% | -9.8% | +5.0% | -2.2% |
| YTD | -10.9% | -7.3% | -3.6% | -9.5% |
| 1Y | -15.6% | -2.2% | -13.4% | -16.1% |
| 3Y | +19.3% | +11.9% | +7.4% | +10.2% |
| 5Y | +48.0% | -16.9% | +65.0% | +50.5% |
| All | +145.7% | -4.9% | +150.7% | +121.0% |
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 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