+1,757.2%
TSM vs VCLT
+17.0%
+1,740.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.1% |
| 7D | +2.6% | -1.3% | +3.9% | +3.3% |
| 30D | +1.4% | -1.1% | +2.5% | +1.9% |
| 3M | +5.0% | -3.7% | +8.6% | +6.9% |
| 6M | +24.0% | -4.0% | +28.0% | +26.6% |
| YTD | +41.6% | -3.4% | +45.0% | +44.2% |
| 1Y | +66.2% | -4.1% | +70.3% | +69.8% |
| 3Y | +398.2% | +11.0% | +387.2% | +375.0% |
| 5Y | +277.6% | -17.0% | +294.6% | +297.5% |
| All | +1,757.2% | +17.0% | +1,740.1% | +1,607.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling