+18.0%
VMC vs TSN
+10.3%
+7.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.2% | -3.1% |
| 7D | -5.3% | -7.3% | +2.0% | -4.3% |
| 30D | -12.3% | -8.6% | -3.6% | -11.2% |
| 3M | -10.3% | -7.5% | -2.7% | -9.2% |
| 6M | -8.6% | -14.1% | +5.6% | -7.0% |
| YTD | -11.9% | -9.4% | -2.4% | -10.9% |
| 1Y | -13.9% | -4.1% | -9.8% | -13.6% |
| All | +18.0% | +10.3% | +7.7% | +11.2% |
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