+6,446.4%
TSM vs VCLT
+103.4%
+6,343.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | +3.6% | -0.9% | +4.5% | +3.8% |
| 3M | -3.4% | -3.2% | -0.1% | -2.7% |
| 6M | +20.6% | -3.8% | +24.4% | +21.7% |
| YTD | +41.9% | -2.0% | +43.9% | +42.6% |
| 1Y | +84.4% | -0.8% | +85.2% | +84.9% |
| 3Y | +380.2% | +12.3% | +367.9% | +370.7% |
| 5Y | +275.3% | -15.4% | +290.7% | +270.1% |
| 10Y | +1,751.4% | +15.7% | +1,735.6% | +1,794.8% |
| All | +6,446.4% | +103.4% | +6,343.0% | +9,693.4% |
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