+411.0%
TSM vs VCLT
+12.2%
+398.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +6.0% | +0.3% | +5.7% | +5.8% |
| 30D | +4.5% | -0.6% | +5.1% | +4.9% |
| 3M | +3.1% | -2.2% | +5.3% | +4.6% |
| 6M | +30.2% | -2.9% | +33.1% | +32.7% |
| YTD | +45.2% | -2.1% | +47.3% | +47.4% |
| 1Y | +79.6% | -2.6% | +82.1% | +82.7% |
| 3Y | +411.0% | +12.5% | +398.5% | +382.4% |
| All | +411.0% | +12.2% | +398.7% | +382.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling