+47.7%
VMC vs TSN
-20.2%
+67.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.2% | -3.0% |
| 7D | -5.3% | -7.3% | +2.0% | -3.9% |
| 30D | -12.3% | -8.6% | -3.6% | -10.7% |
| 3M | -10.3% | -7.5% | -2.7% | -8.9% |
| 6M | -8.6% | -14.1% | +5.6% | -6.1% |
| YTD | -11.9% | -9.4% | -2.4% | -10.5% |
| 1Y | -13.9% | -4.1% | -9.8% | -13.8% |
| 3Y | +18.2% | +10.3% | +7.8% | +12.6% |
| 5Y | +47.7% | -19.7% | +67.5% | +57.8% |
| All | +47.7% | -20.2% | +67.9% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling