+1,502.2%
TSM vs V
+453.8%
+1,048.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | -2.5% | -0.8% | -1.7% | -2.1% |
| 30D | -14.3% | +9.5% | -23.8% | -18.4% |
| 3M | -7.2% | +16.7% | -23.9% | -14.8% |
| 6M | -5.1% | +32.9% | -38.1% | -19.6% |
| YTD | +28.9% | +21.1% | +7.8% | +14.3% |
| 1Y | +37.1% | +26.6% | +10.4% | +18.2% |
| 3Y | +341.5% | +78.4% | +263.1% | +204.6% |
| 5Y | +245.7% | +105.5% | +140.2% | +116.4% |
| 10Y | +1,502.2% | +444.2% | +1,058.0% | +419.0% |
| All | +1,502.2% | +453.8% | +1,048.5% | +419.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling