+6,002.1%
TSM vs VCLT
+98.6%
+5,903.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.6% |
| 7D | +6.2% | -2.3% | +8.5% | +6.7% |
| 30D | -7.3% | +0.8% | -8.0% | -7.5% |
| 3M | -7.1% | -2.7% | -4.5% | -6.6% |
| 6M | +0.2% | -4.3% | +4.5% | +1.2% |
| YTD | +32.2% | -4.3% | +36.6% | +33.6% |
| 1Y | +42.8% | -4.4% | +47.2% | +44.3% |
| 3Y | +330.4% | +13.8% | +316.6% | +321.7% |
| 5Y | +263.9% | -17.0% | +280.9% | +260.5% |
| 10Y | +1,580.2% | +20.9% | +1,559.3% | +1,680.8% |
| All | +6,002.1% | +98.6% | +5,903.5% | +9,072.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling