+1,753.6%
TSM vs V
+376.5%
+1,377.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +3.2% |
| 7D | +6.0% | -1.1% | +7.1% | +6.6% |
| 30D | +4.5% | +1.9% | +2.6% | +3.2% |
| 3M | +3.1% | +15.5% | -12.4% | -5.5% |
| 6M | +30.2% | +16.6% | +13.6% | +18.0% |
| YTD | +45.2% | +5.7% | +39.5% | +38.6% |
| 1Y | +79.6% | +8.6% | +71.0% | +67.8% |
| 3Y | +411.0% | +52.5% | +358.5% | +283.1% |
| 5Y | +290.7% | +67.1% | +223.6% | +172.5% |
| 10Y | +1,753.6% | +376.8% | +1,376.8% | +523.1% |
| All | +1,753.6% | +376.5% | +1,377.1% | +523.1% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded V 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling