+322.0%
TSM vs V
+77.2%
+244.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -7.6% | +2.2% | -9.7% | -7.7% |
| 30D | -20.5% | +13.6% | -34.1% | -22.1% |
| 3M | -10.0% | +14.3% | -24.3% | -12.0% |
| 6M | -10.1% | +33.1% | -43.1% | -15.5% |
| YTD | +24.5% | +21.2% | +3.3% | +20.1% |
| 1Y | +31.2% | +26.4% | +4.7% | +24.7% |
| 3Y | +322.0% | +77.6% | +244.4% | +211.5% |
| All | +322.0% | +77.2% | +244.8% | +211.5% |
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