+397.0%
TSM vs V
+56.3%
+340.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.0% |
| 7D | +2.7% | -1.7% | +4.4% | +3.1% |
| 30D | +3.6% | +2.0% | +1.6% | +3.1% |
| 3M | -3.4% | +17.4% | -20.7% | -7.4% |
| 6M | +20.6% | +17.5% | +3.1% | +15.3% |
| YTD | +41.9% | +7.6% | +34.3% | +39.3% |
| 1Y | +84.4% | +7.7% | +76.7% | +80.9% |
| All | +397.0% | +56.3% | +340.7% | +313.9% |
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