+7,703.3%
TSM vs V
+2,773.8%
+4,929.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.3% |
| 7D | +2.7% | -1.7% | +4.4% | +3.6% |
| 30D | +3.6% | +2.0% | +1.6% | +2.4% |
| 3M | -3.4% | +17.4% | -20.7% | -11.4% |
| 6M | +20.6% | +17.5% | +3.1% | +10.0% |
| YTD | +41.9% | +7.6% | +34.3% | +34.8% |
| 1Y | +84.4% | +7.7% | +76.7% | +74.1% |
| 3Y | +380.2% | +54.7% | +325.6% | +272.8% |
| 5Y | +275.3% | +73.0% | +202.3% | +172.1% |
| 10Y | +1,751.4% | +390.9% | +1,360.5% | +701.3% |
| All | +7,703.3% | +2,773.8% | +4,929.5% | +1,262.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling