+6,225.8%
TSM vs VCLT
+102.1%
+6,123.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.0% | +4.2% |
| 7D | +4.4% | -0.6% | +5.0% | +4.6% |
| 30D | -7.0% | +2.8% | -9.8% | -7.6% |
| 3M | -1.8% | -0.4% | -1.4% | -1.8% |
| 6M | +2.7% | -3.1% | +5.8% | +3.4% |
| YTD | +37.1% | -2.7% | +39.7% | +38.0% |
| 1Y | +43.5% | -3.7% | +47.1% | +44.7% |
| 3Y | +341.5% | +15.6% | +325.9% | +331.1% |
| 5Y | +278.9% | -15.8% | +294.6% | +273.9% |
| 10Y | +1,641.8% | +23.0% | +1,618.8% | +1,739.4% |
| All | +6,225.8% | +102.1% | +6,123.8% | +9,374.1% |
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 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