+236.4%
TSM vs V
+101.0%
+135.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -7.6% | +2.2% | -9.7% | -8.3% |
| 30D | -20.5% | +13.6% | -34.1% | -24.6% |
| 3M | -10.0% | +14.3% | -24.3% | -15.1% |
| 6M | -10.1% | +33.1% | -43.1% | -21.5% |
| YTD | +24.5% | +21.2% | +3.3% | +13.3% |
| 1Y | +31.2% | +26.4% | +4.7% | +16.5% |
| 3Y | +322.0% | +77.6% | +244.4% | +199.3% |
| All | +236.4% | +101.0% | +135.4% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling