+36.0%
TSM vs VCLT
-3.2%
+39.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.3% | -3.4% |
| 7D | -10.0% | +0.4% | -10.4% | -10.4% |
| 30D | -18.5% | +3.9% | -22.5% | -22.7% |
| 3M | -4.9% | -1.9% | -2.9% | -1.3% |
| 6M | -1.0% | -2.6% | +1.7% | +4.5% |
| YTD | +31.3% | -3.1% | +34.4% | +39.4% |
| 1Y | +36.0% | -3.6% | +39.6% | +45.5% |
| All | +36.0% | -3.2% | +39.3% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling