+337.7%
TSM vs V
+75.5%
+262.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | +14.8% | -0.4% | +15.2% | +14.9% |
| 30D | -8.9% | +6.3% | -15.2% | -9.6% |
| 3M | -5.3% | +17.2% | -22.4% | -7.7% |
| 6M | +2.6% | +29.2% | -26.7% | -2.6% |
| YTD | +34.5% | +20.8% | +13.7% | +30.0% |
| 1Y | +41.0% | +25.0% | +16.0% | +34.8% |
| All | +337.7% | +75.5% | +262.2% | +261.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling